+412.6%
CSX vs CI
+158.0%
+254.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.5% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +6.8% | +4.7% | +2.2% | +5.3% |
| 3M | +0.7% | +5.2% | -4.5% | -1.1% |
| 6M | +13.3% | +3.8% | +9.5% | +11.1% |
| YTD | +40.5% | +9.2% | +31.3% | +35.0% |
| 1Y | +44.7% | +14.3% | +30.4% | +36.6% |
| 3Y | +74.5% | +8.4% | +66.1% | +59.9% |
| 5Y | +52.0% | +50.0% | +1.9% | +17.6% |
| 10Y | +412.6% | +142.2% | +270.5% | +200.1% |
| All | +412.6% | +158.0% | +254.6% | +200.1% |
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