+32.2%
CB vs CI
+21.2%
+11.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | +1.2% |
| 7D | +5.3% | +3.5% | +1.7% | +4.4% |
| 30D | +13.2% | +12.6% | +0.6% | +10.3% |
| 3M | +7.8% | +12.1% | -4.3% | +5.0% |
| 6M | +15.8% | +10.6% | +5.2% | +13.0% |
| YTD | +21.0% | +12.8% | +8.1% | +17.3% |
| 1Y | +32.2% | +18.0% | +14.2% | +25.9% |
| All | +32.2% | +21.2% | +11.0% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling