+28.0%
CB vs CI
+12.2%
+15.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +2.9% | +1.2% | +1.8% | +2.6% |
| 30D | +7.3% | +2.6% | +4.7% | +6.8% |
| 3M | +9.4% | +7.4% | +2.0% | +7.8% |
| 6M | +19.6% | -0.1% | +19.7% | +19.2% |
| YTD | +21.5% | +9.7% | +11.7% | +18.8% |
| 1Y | +28.0% | +12.1% | +15.9% | +24.0% |
| All | +28.0% | +12.2% | +15.8% | +24.0% |
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