+278.8%
CME vs CI
+143.6%
+135.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | -1.1% | -1.1% | 0.0% | -0.8% |
| 30D | +4.2% | +0.5% | +3.7% | +4.0% |
| 3M | +7.3% | -5.2% | +12.5% | +8.7% |
| 6M | -11.4% | +4.3% | -15.7% | -12.7% |
| YTD | +3.5% | +2.8% | +0.8% | +2.1% |
| 1Y | +8.6% | -5.8% | +14.4% | +8.7% |
| 3Y | +51.6% | +4.7% | +46.8% | +43.2% |
| 5Y | +75.3% | +42.7% | +32.6% | +45.4% |
| 10Y | +278.8% | +141.0% | +137.9% | +148.3% |
| All | +278.8% | +143.6% | +135.2% | +148.3% |
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