+150.3%
CI vs USFR
+28.5%
+121.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.6% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +7.3% | +0.4% | +6.9% | +7.4% |
| 3M | +9.5% | +1.1% | +8.4% | +9.7% |
| 6M | +6.4% | +2.1% | +4.4% | +6.8% |
| YTD | +12.0% | +3.4% | +8.6% | +12.6% |
| 1Y | +20.1% | +4.1% | +16.0% | +20.8% |
| 3Y | +9.6% | +14.4% | -4.8% | +12.0% |
| 5Y | +52.7% | +21.4% | +31.3% | +56.7% |
| 10Y | +150.3% | +28.5% | +121.7% | +155.3% |
| All | +150.3% | +28.5% | +121.7% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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