+223.5%
C vs CI
+166.5%
+57.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.5% |
| 7D | -2.4% | -1.6% | -0.8% | -1.8% |
| 30D | -6.0% | +5.4% | -11.4% | -8.1% |
| 3M | -10.5% | +7.3% | -17.8% | -13.3% |
| 6M | -5.7% | +5.3% | -11.0% | -8.6% |
| YTD | +4.1% | +8.5% | -4.3% | -0.7% |
| 1Y | +20.5% | +17.1% | +3.4% | +11.1% |
| 3Y | +208.1% | +1.4% | +206.7% | +183.9% |
| 5Y | +110.4% | +50.5% | +59.9% | +51.2% |
| All | +223.5% | +166.5% | +57.0% | +76.7% |
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