+6,646.7%
CB vs CI
+5,855.7%
+791.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.5% |
| 7D | +0.5% | +1.3% | -0.8% | +0.1% |
| 30D | -3.1% | +4.4% | -7.5% | -4.5% |
| 3M | +9.0% | +0.7% | +8.3% | +8.5% |
| 6M | +2.9% | +0.3% | +2.5% | +2.2% |
| YTD | +10.1% | +3.8% | +6.3% | +8.0% |
| 1Y | +22.8% | -5.5% | +28.3% | +22.9% |
| 3Y | +73.8% | +8.1% | +65.7% | +62.7% |
| 5Y | +99.2% | +42.8% | +56.4% | +68.6% |
| 10Y | +218.2% | +143.9% | +74.3% | +117.3% |
| All | +6,646.7% | +5,855.7% | +791.0% | +1,584.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling