+760.1%
COST vs CI
+146.2%
+613.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | +5.0% | +1.2% | +3.8% | +4.7% |
| 30D | +12.8% | +2.6% | +10.3% | +12.2% |
| 3M | +15.2% | +7.4% | +7.7% | +13.5% |
| 6M | +7.4% | -0.1% | +7.5% | +7.1% |
| YTD | +29.0% | +9.7% | +19.3% | +26.1% |
| 1Y | +20.3% | +12.1% | +8.2% | +17.0% |
| 3Y | +99.0% | +7.0% | +92.0% | +90.4% |
| 5Y | +125.7% | +49.7% | +76.0% | +97.7% |
| All | +760.1% | +146.2% | +613.9% | +599.4% |
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 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