+142.8%
CI vs USFR
+28.6%
+114.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +2.6% | +0.4% | +2.2% | +2.6% |
| 3M | +7.4% | +1.1% | +6.4% | +7.6% |
| 6M | -0.1% | +2.0% | -2.1% | +0.2% |
| YTD | +9.7% | +3.5% | +6.3% | +10.3% |
| 1Y | +12.1% | +4.1% | +8.0% | +12.8% |
| 3Y | +7.0% | +14.4% | -7.3% | +9.4% |
| 5Y | +49.7% | +21.4% | +28.3% | +53.6% |
| All | +142.8% | +28.6% | +114.2% | +147.4% |
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