+427.3%
CSX vs CI
+166.5%
+260.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.7% | -2.5% |
| 7D | -5.5% | -1.6% | -4.0% | -5.0% |
| 30D | +4.9% | +5.4% | -0.5% | +3.2% |
| 3M | -2.9% | +7.3% | -10.1% | -5.2% |
| 6M | +8.3% | +5.3% | +3.0% | +5.7% |
| YTD | +36.7% | +8.5% | +28.3% | +31.6% |
| 1Y | +41.5% | +17.1% | +24.4% | +32.4% |
| 3Y | +68.6% | +1.4% | +67.2% | +58.7% |
| 5Y | +48.4% | +50.5% | -2.0% | +14.4% |
| All | +427.3% | +166.5% | +260.8% | +191.6% |
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