+39.9%
CL vs CI
+49.9%
-10.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.5% | -1.7% |
| 7D | +1.3% | -1.6% | +2.9% | +1.6% |
| 30D | +11.4% | +5.4% | +5.9% | +10.4% |
| 3M | +4.4% | +7.3% | -2.8% | +3.2% |
| 6M | +10.8% | +5.3% | +5.5% | +9.6% |
| YTD | +25.1% | +8.5% | +16.6% | +22.8% |
| 1Y | +28.0% | +17.1% | +10.9% | +23.8% |
| 3Y | +37.6% | +1.4% | +36.2% | +35.4% |
| All | +39.9% | +49.9% | -10.0% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling