+243.0%
CB vs CI
+158.0%
+84.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +6.5% | +4.7% | +1.9% | +5.0% |
| 3M | +4.1% | +5.2% | -1.2% | +2.3% |
| 6M | +14.4% | +3.8% | +10.6% | +12.6% |
| YTD | +17.5% | +9.2% | +8.3% | +13.3% |
| 1Y | +27.5% | +14.3% | +13.3% | +21.1% |
| 3Y | +71.6% | +8.4% | +63.2% | +60.0% |
| 5Y | +100.6% | +50.0% | +50.6% | +63.0% |
| 10Y | +243.0% | +142.2% | +100.8% | +153.6% |
| All | +243.0% | +158.0% | +84.9% | +153.6% |
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