+504.6%
CSX vs CI
+145.0%
+359.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | -3.4% | +1.3% | -4.7% | -3.8% |
| 30D | -3.1% | +4.4% | -7.5% | -4.6% |
| 3M | +7.2% | +0.7% | +6.5% | +6.4% |
| 6M | +16.2% | +0.3% | +15.8% | +15.1% |
| YTD | +37.5% | +3.8% | +33.7% | +34.4% |
| 1Y | +53.2% | -5.5% | +58.7% | +52.8% |
| 3Y | +68.2% | +8.1% | +60.1% | +53.5% |
| 5Y | +65.2% | +42.8% | +22.4% | +29.9% |
| All | +504.6% | +145.0% | +359.6% | +259.2% |
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