+105.9%
CB vs CI
+48.8%
+57.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | 0.0% | -1.7% | +1.8% | +0.5% |
| 30D | +7.4% | +4.9% | +2.5% | +6.2% |
| 3M | +8.6% | +7.4% | +1.2% | +6.7% |
| 6M | +16.1% | +0.4% | +15.8% | +15.7% |
| YTD | +20.2% | +9.5% | +10.7% | +16.9% |
| 1Y | +27.2% | +12.0% | +15.2% | +23.0% |
| 3Y | +72.7% | +7.1% | +65.6% | +65.4% |
| 5Y | +105.9% | +49.3% | +56.6% | +64.5% |
| All | +105.9% | +48.8% | +57.1% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling