+220.1%
C vs CI
+158.0%
+62.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.2% |
| 7D | -0.9% | +0.1% | -1.1% | -1.0% |
| 30D | -5.4% | +4.7% | -10.1% | -7.3% |
| 3M | -9.2% | +5.2% | -14.4% | -11.2% |
| 6M | -1.8% | +3.8% | -5.6% | -4.2% |
| YTD | +6.7% | +9.2% | -2.5% | +1.5% |
| 1Y | +23.5% | +14.3% | +9.3% | +15.1% |
| 3Y | +219.8% | +8.4% | +211.3% | +184.9% |
| 5Y | +112.4% | +50.0% | +62.4% | +53.1% |
| 10Y | +220.1% | +142.2% | +77.9% | +83.3% |
| All | +220.1% | +158.0% | +62.0% | +83.3% |
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