+103.2%
CB vs CI
+49.9%
+53.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.1% |
| 7D | +0.2% | -1.6% | +1.8% | +0.6% |
| 30D | +9.1% | +5.4% | +3.6% | +7.7% |
| 3M | +3.4% | +7.3% | -3.8% | +1.6% |
| 6M | +14.1% | +5.3% | +8.8% | +12.4% |
| YTD | +18.0% | +8.5% | +9.5% | +15.1% |
| 1Y | +30.1% | +17.1% | +13.0% | +24.5% |
| 3Y | +71.8% | +1.4% | +70.4% | +67.8% |
| All | +103.2% | +49.9% | +53.3% | +63.5% |
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