+445.7%
CSX vs CI
+173.7%
+272.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -1.9% |
| 7D | -2.7% | +1.0% | -3.7% | -3.0% |
| 30D | +7.0% | +9.9% | -2.9% | +3.8% |
| 3M | -0.3% | +12.1% | -12.4% | -4.2% |
| 6M | +13.5% | +10.6% | +2.9% | +9.0% |
| YTD | +41.5% | +11.4% | +30.1% | +34.9% |
| 1Y | +45.8% | +18.8% | +27.0% | +35.8% |
| 3Y | +74.4% | +2.9% | +71.5% | +63.5% |
| 5Y | +53.6% | +54.5% | -0.9% | +17.3% |
| All | +445.7% | +173.7% | +272.0% | +199.1% |
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