+49.3%
CL vs CI
+145.0%
-95.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | -2.2% | +1.3% | -3.5% | -2.4% |
| 30D | -4.8% | +4.4% | -9.3% | -5.6% |
| 3M | +4.9% | +0.7% | +4.3% | +4.6% |
| 6M | -5.7% | +0.3% | -6.1% | -6.1% |
| YTD | +14.4% | +3.8% | +10.6% | +13.0% |
| 1Y | +8.7% | -5.5% | +14.2% | +8.8% |
| 3Y | +30.0% | +8.1% | +21.9% | +24.9% |
| 5Y | +28.4% | +42.8% | -14.4% | +15.4% |
| All | +49.3% | +145.0% | -95.7% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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