+208.8%
C vs CI
+147.8%
+60.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.8% |
| 7D | -0.4% | +2.6% | -3.0% | -1.4% |
| 30D | -5.2% | +7.3% | -12.5% | -8.0% |
| 3M | -9.1% | +9.5% | -18.6% | -12.6% |
| 6M | -1.6% | +6.4% | -8.0% | -5.0% |
| YTD | +6.9% | +12.0% | -5.1% | +0.7% |
| 1Y | +23.0% | +20.1% | +2.9% | +12.3% |
| 3Y | +216.1% | +9.6% | +206.6% | +181.0% |
| 5Y | +112.2% | +52.7% | +59.5% | +52.0% |
| 10Y | +208.8% | +150.3% | +58.5% | +72.1% |
| All | +208.8% | +147.8% | +60.9% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling