-4.9%
DOW vs CI
+89.6%
-94.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -0.8% |
| 7D | -9.5% | -1.6% | -8.0% | -9.0% |
| 30D | +13.1% | +5.4% | +7.7% | +10.7% |
| 3M | +4.8% | +7.3% | -2.4% | +1.5% |
| 6M | -16.7% | +5.3% | -22.0% | -19.1% |
| YTD | +38.9% | +8.5% | +30.4% | +32.3% |
| 1Y | +48.3% | +17.1% | +31.2% | +36.8% |
| 3Y | -24.4% | +1.4% | -25.8% | -28.5% |
| 5Y | -29.2% | +50.5% | -79.7% | -47.3% |
| All | -4.9% | +89.6% | -94.4% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling