+5,439.0%
CL vs CI
+8,260.6%
-2,821.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.4% | -0.1% | +2.7% |
| 7D | +7.7% | +3.5% | +4.2% | +7.1% |
| 30D | +15.2% | +12.6% | +2.7% | +12.9% |
| 3M | +7.3% | +12.1% | -4.7% | +5.2% |
| 6M | +17.0% | +10.6% | +6.4% | +14.8% |
| YTD | +28.0% | +12.8% | +15.1% | +24.8% |
| 1Y | +32.1% | +18.0% | +14.1% | +27.8% |
| 3Y | +41.5% | +4.2% | +37.3% | +37.7% |
| 5Y | +43.9% | +57.2% | -13.3% | +29.5% |
| 10Y | +79.8% | +179.3% | -99.5% | +41.9% |
| All | +5,439.0% | +8,260.6% | -2,821.5% | +1,720.7% |
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