-10.4%
DOW vs CI
+78.1%
-88.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.3% | +1.1% |
| 7D | -2.9% | -2.0% | -0.9% | -2.2% |
| 30D | +2.0% | -1.8% | +3.8% | +2.5% |
| 3M | -12.5% | -4.2% | -8.3% | -11.4% |
| 6M | -9.2% | +2.7% | -11.9% | -11.1% |
| YTD | +30.8% | +1.9% | +28.9% | +28.0% |
| 1Y | +29.4% | -6.3% | +35.6% | +29.7% |
| 3Y | -34.6% | +3.9% | -38.4% | -39.1% |
| 5Y | -35.9% | +41.9% | -77.8% | -51.2% |
| All | -10.4% | +78.1% | -88.5% | -40.2% |
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