+76.3%
CL vs CI
+158.0%
-81.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +11.6% | +4.7% | +6.9% | +10.7% |
| 3M | +5.6% | +5.2% | +0.4% | +4.6% |
| 6M | +13.2% | +3.8% | +9.4% | +12.1% |
| YTD | +26.9% | +9.2% | +17.7% | +24.2% |
| 1Y | +27.3% | +14.3% | +13.1% | +23.4% |
| 3Y | +39.7% | +8.4% | +31.3% | +34.3% |
| 5Y | +41.3% | +50.0% | -8.7% | +25.7% |
| 10Y | +76.3% | +142.2% | -65.9% | +44.4% |
| All | +76.3% | +158.0% | -81.8% | +44.4% |
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