+115.9%
CI vs FND
+70.0%
+45.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.1% | +3.1% |
| 7D | +2.6% | +6.8% | -4.2% | +1.5% |
| 30D | +7.3% | +13.1% | -5.7% | +5.2% |
| 3M | +9.5% | -13.1% | +22.6% | +11.4% |
| 6M | +6.4% | -0.6% | +7.0% | +5.3% |
| YTD | +12.0% | -15.5% | +27.5% | +12.7% |
| 1Y | +20.1% | -13.7% | +33.7% | +20.3% |
| 3Y | +9.6% | -35.0% | +44.6% | +11.4% |
| 5Y | +52.7% | -60.1% | +112.8% | +63.3% |
| All | +115.9% | +70.0% | +45.8% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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