+183.8%
EXC vs CI
+158.0%
+25.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -1.7% | +0.1% | -1.9% | -1.8% |
| 30D | +9.3% | +4.7% | +4.7% | +7.9% |
| 3M | +1.0% | +5.2% | -4.2% | -0.6% |
| 6M | +5.9% | +3.8% | +2.2% | +4.4% |
| YTD | +7.6% | +9.2% | -1.6% | +4.0% |
| 1Y | +2.4% | +14.3% | -11.8% | -2.5% |
| 3Y | +30.2% | +8.4% | +21.8% | +22.0% |
| 5Y | +41.4% | +50.0% | -8.7% | +16.4% |
| 10Y | +183.8% | +142.2% | +41.6% | +102.1% |
| All | +183.8% | +158.0% | +25.7% | +102.1% |
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