+1,316.7%
CI vs MKTX
+1,445.7%
-129.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -1.8% | +1.0% | -2.8% | -2.0% |
| 3M | -4.2% | +41.3% | -45.5% | -11.6% |
| 6M | +2.7% | -11.3% | +14.0% | +4.0% |
| YTD | +1.9% | -8.6% | +10.5% | +2.4% |
| 1Y | -6.3% | -11.1% | +4.8% | -5.5% |
| 3Y | +3.9% | -24.5% | +28.4% | +5.9% |
| 5Y | +41.9% | -61.4% | +103.3% | +62.2% |
| 10Y | +140.4% | +6.8% | +133.6% | +111.7% |
| All | +1,316.7% | +1,445.7% | -129.0% | +525.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MKTX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling