+2,757.7%
CLS vs CI
+146.1%
+2,611.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | +4.6% | +1.3% | +3.3% | +4.3% |
| 30D | -13.9% | +4.4% | -18.3% | -14.8% |
| 3M | -26.6% | +0.7% | -27.2% | -26.9% |
| 6M | +15.4% | +0.3% | +15.1% | +14.5% |
| YTD | +5.7% | +3.8% | +1.9% | +3.9% |
| 1Y | +41.1% | -5.5% | +46.6% | +40.2% |
| 3Y | +1,228.6% | +8.1% | +1,220.5% | +1,084.9% |
| 5Y | +3,240.6% | +42.8% | +3,197.8% | +2,476.6% |
| All | +2,757.7% | +146.1% | +2,611.7% | +1,807.2% |
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