+247.9%
CB vs CI
+145.6%
+102.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.9% |
| 7D | 0.0% | -1.7% | +1.8% | +0.6% |
| 30D | +7.4% | +4.9% | +2.5% | +5.8% |
| 3M | +8.6% | +7.4% | +1.2% | +6.1% |
| 6M | +16.1% | +0.4% | +15.8% | +15.5% |
| YTD | +20.2% | +9.5% | +10.7% | +15.8% |
| 1Y | +27.2% | +12.0% | +15.2% | +21.6% |
| 3Y | +72.7% | +7.1% | +65.6% | +61.7% |
| 5Y | +105.9% | +49.3% | +56.6% | +67.6% |
| All | +247.9% | +145.6% | +102.3% | +156.4% |
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