+101.0%
CB vs CI
+42.7%
+58.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | +0.5% | +1.3% | -0.8% | +0.2% |
| 30D | -3.1% | +4.4% | -7.5% | -4.2% |
| 3M | +9.0% | +0.7% | +8.3% | +8.7% |
| 6M | +2.9% | +0.3% | +2.5% | +2.4% |
| YTD | +10.1% | +3.8% | +6.3% | +8.5% |
| 1Y | +22.8% | -5.5% | +28.3% | +23.0% |
| 3Y | +73.8% | +8.1% | +65.7% | +64.0% |
| All | +101.0% | +42.7% | +58.3% | +63.4% |
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 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