-37.4%
DOW vs CI
+42.7%
-80.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.7% |
| 7D | -2.4% | +1.3% | -3.7% | -2.7% |
| 30D | +0.4% | +4.4% | -4.1% | -0.7% |
| 3M | -14.4% | +0.7% | -15.1% | -14.7% |
| 6M | -7.0% | +0.3% | -7.3% | -7.6% |
| YTD | +30.2% | +3.8% | +26.4% | +28.1% |
| 1Y | +29.2% | -5.5% | +34.7% | +29.6% |
| 3Y | -36.7% | +8.1% | -44.8% | -38.8% |
| All | -37.4% | +42.7% | -80.1% | -47.3% |
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