+65.7%
DIA vs CI
+42.7%
+23.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -0.2% | +1.3% | -1.5% | -0.4% |
| 30D | -1.5% | +4.4% | -6.0% | -2.3% |
| 3M | +3.8% | +0.7% | +3.1% | +3.4% |
| 6M | +10.3% | +0.3% | +9.9% | +9.8% |
| YTD | +12.1% | +3.8% | +8.3% | +10.7% |
| 1Y | +18.6% | -5.5% | +24.1% | +18.7% |
| 3Y | +60.6% | +8.1% | +52.5% | +52.2% |
| All | +65.7% | +42.7% | +23.0% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling