+145.0%
CI vs CF
+569.3%
-424.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.6% |
| 7D | +1.3% | +6.0% | -4.7% | -0.1% |
| 30D | +4.4% | +14.8% | -10.4% | +1.0% |
| 3M | +0.7% | +14.1% | -13.4% | -2.8% |
| 6M | +0.3% | +28.5% | -28.2% | -7.2% |
| YTD | +3.8% | +74.9% | -71.1% | -11.3% |
| 1Y | -5.5% | +61.7% | -67.2% | -17.8% |
| 3Y | +8.1% | +80.3% | -72.2% | -11.0% |
| 5Y | +42.8% | +226.0% | -183.2% | -7.9% |
| All | +145.0% | +569.3% | -424.3% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling