+1,929.4%
CLS vs CI
+149.2%
+1,780.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.6% | +9.1% | +8.6% |
| 7D | +2.8% | -1.3% | +4.1% | +3.0% |
| 30D | -30.1% | +6.4% | -36.5% | -31.2% |
| 3M | -21.7% | +10.7% | -32.4% | -23.8% |
| 6M | -36.2% | +5.5% | -41.7% | -37.6% |
| YTD | -17.8% | +11.4% | -29.2% | -20.8% |
| 1Y | -26.8% | +15.0% | -41.8% | -30.1% |
| 3Y | +853.4% | +9.0% | +844.4% | +754.8% |
| 5Y | +2,005.0% | +52.0% | +1,953.1% | +1,491.1% |
| 10Y | +1,929.4% | +150.9% | +1,778.5% | +1,149.1% |
| All | +1,929.4% | +149.2% | +1,780.3% | +1,149.1% |
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