+303.4%
CME vs CI
+146.2%
+157.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +3.9% | +1.2% | +2.8% | +3.6% |
| 30D | +11.3% | +2.6% | +8.8% | +10.6% |
| 3M | +19.6% | +7.4% | +12.1% | +17.2% |
| 6M | +8.1% | -0.1% | +8.2% | +7.8% |
| YTD | +20.4% | +9.7% | +10.7% | +16.7% |
| 1Y | +16.5% | +12.1% | +4.4% | +12.2% |
| 3Y | +66.4% | +7.0% | +59.4% | +56.9% |
| 5Y | +74.5% | +49.7% | +24.8% | +43.5% |
| All | +303.4% | +146.2% | +157.2% | +180.3% |
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