+7,262.2%
CB vs CI
+6,290.7%
+971.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +2.6% | +1.0% | +1.6% | +2.2% |
| 30D | +11.2% | +9.9% | +1.3% | +8.0% |
| 3M | +5.7% | +12.1% | -6.3% | +1.9% |
| 6M | +15.9% | +10.6% | +5.3% | +11.8% |
| YTD | +20.2% | +11.4% | +8.8% | +15.2% |
| 1Y | +32.4% | +18.8% | +13.6% | +24.4% |
| 3Y | +75.5% | +2.9% | +72.6% | +67.0% |
| 5Y | +105.5% | +54.5% | +51.0% | +69.7% |
| 10Y | +258.5% | +175.7% | +82.8% | +135.9% |
| All | +7,262.2% | +6,290.7% | +971.5% | +1,696.1% |
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