+140.4%
CI vs CG
+345.5%
-205.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.3% | -1.4% |
| 7D | -2.0% | -1.3% | -0.7% | -1.7% |
| 30D | -1.8% | -3.2% | +1.3% | -1.3% |
| 3M | -4.2% | +6.2% | -10.4% | -5.9% |
| 6M | +2.7% | -4.7% | +7.4% | +2.9% |
| YTD | +1.9% | -20.6% | +22.5% | +5.8% |
| 1Y | -6.3% | -26.4% | +20.1% | -1.3% |
| 3Y | +3.9% | +55.4% | -51.5% | -13.9% |
| 5Y | +41.9% | +9.8% | +32.1% | +25.1% |
| 10Y | +140.4% | +341.4% | -201.0% | +33.3% |
| All | +140.4% | +345.5% | -205.1% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling