+5,435.1%
CL vs CI
+8,153.0%
-2,717.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | +5.9% | +1.0% | +4.9% | +5.7% |
| 30D | +13.8% | +9.9% | +3.9% | +12.0% |
| 3M | +6.4% | +12.1% | -5.7% | +4.3% |
| 6M | +15.6% | +10.6% | +5.0% | +13.4% |
| YTD | +27.9% | +11.4% | +16.5% | +25.0% |
| 1Y | +31.4% | +18.8% | +12.6% | +27.0% |
| 3Y | +41.4% | +2.9% | +38.5% | +37.9% |
| 5Y | +42.8% | +54.5% | -11.7% | +28.9% |
| 10Y | +79.7% | +175.7% | -96.1% | +42.2% |
| All | +5,435.1% | +8,153.0% | -2,717.9% | +1,723.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling