+366.8%
CSCO vs CI
+142.6%
+224.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | -0.5% | -2.0% | +1.5% | 0.0% |
| 30D | -10.1% | -1.8% | -8.3% | -9.7% |
| 3M | -11.7% | -4.2% | -7.5% | -11.0% |
| 6M | +40.1% | +2.7% | +37.4% | +37.8% |
| YTD | +43.8% | +1.9% | +41.9% | +41.7% |
| 1Y | +66.6% | -6.3% | +72.9% | +66.4% |
| 3Y | +108.5% | +3.9% | +104.7% | +95.1% |
| 5Y | +114.0% | +41.9% | +72.1% | +75.2% |
| 10Y | +366.8% | +140.4% | +226.4% | +232.1% |
| All | +366.8% | +142.6% | +224.3% | +232.1% |
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