+280.6%
CME vs CI
+143.6%
+137.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.0% |
| 7D | -0.6% | -1.1% | +0.5% | -0.3% |
| 30D | +4.7% | +0.5% | +4.2% | +4.5% |
| 3M | +7.8% | -5.2% | +13.0% | +9.2% |
| 6M | -11.0% | +4.3% | -15.3% | -12.3% |
| YTD | +4.0% | +2.8% | +1.2% | +2.6% |
| 1Y | +9.1% | -5.8% | +14.9% | +9.3% |
| 3Y | +52.3% | +4.7% | +47.5% | +43.8% |
| 5Y | +76.1% | +42.7% | +33.4% | +46.1% |
| 10Y | +280.6% | +141.0% | +139.6% | +149.4% |
| All | +280.6% | +143.6% | +137.0% | +149.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling