+146.7%
CI vs CPB
-47.3%
+194.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.5% |
| 7D | +1.3% | -8.6% | +9.9% | +3.3% |
| 30D | +4.4% | -7.2% | +11.7% | +6.0% |
| 3M | +0.7% | +0.9% | -0.2% | 0.0% |
| 6M | +0.3% | -11.8% | +12.2% | +2.6% |
| YTD | +3.8% | -19.4% | +23.2% | +8.2% |
| 1Y | -5.5% | -30.4% | +24.9% | +1.9% |
| 3Y | +8.1% | -40.2% | +48.3% | +19.6% |
| 5Y | +42.8% | -39.5% | +82.3% | +57.7% |
| All | +146.7% | -47.3% | +194.0% | +174.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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