+207.2%
C vs CI
+145.6%
+61.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.6% |
| 7D | +4.7% | -1.7% | +6.5% | +5.4% |
| 30D | +0.2% | +4.9% | -4.7% | -1.9% |
| 3M | -9.3% | +7.4% | -16.7% | -12.1% |
| 6M | -0.8% | +0.4% | -1.2% | -2.0% |
| YTD | +8.5% | +9.5% | -1.0% | +3.1% |
| 1Y | +23.1% | +12.0% | +11.1% | +15.8% |
| 3Y | +220.8% | +7.1% | +213.7% | +187.7% |
| 5Y | +112.4% | +49.3% | +63.1% | +53.5% |
| All | +207.2% | +145.6% | +61.6% | +76.9% |
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