+306.4%
CSCO vs CI
+166.5%
+139.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.7% | -1.2% |
| 7D | -10.2% | -1.6% | -8.6% | -9.8% |
| 30D | -20.1% | +5.4% | -25.5% | -21.3% |
| 3M | -22.1% | +7.3% | -29.3% | -23.8% |
| 6M | +3.2% | +5.3% | -2.1% | +0.8% |
| YTD | +24.1% | +8.5% | +15.6% | +19.9% |
| 1Y | +34.6% | +17.1% | +17.4% | +26.9% |
| 3Y | +90.0% | +1.4% | +88.6% | +80.0% |
| 5Y | +88.6% | +50.5% | +38.1% | +51.6% |
| All | +306.4% | +166.5% | +139.9% | +191.3% |
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