+74.9%
CB vs CI
+7.2%
+67.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +2.9% | +1.2% | +1.8% | +2.7% |
| 30D | +7.3% | +2.6% | +4.7% | +6.9% |
| 3M | +9.4% | +7.4% | +2.0% | +8.1% |
| 6M | +19.6% | -0.1% | +19.7% | +19.4% |
| YTD | +21.5% | +9.7% | +11.7% | +19.3% |
| 1Y | +28.0% | +12.1% | +15.9% | +25.2% |
| 3Y | +74.9% | +7.0% | +67.8% | +75.3% |
| All | +74.9% | +7.2% | +67.7% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling