+67.2%
F vs CI
+145.6%
-78.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.1% | -2.2% |
| 7D | -3.9% | -1.7% | -2.1% | -3.3% |
| 30D | -0.5% | +4.9% | -5.3% | -2.2% |
| 3M | -12.9% | +7.4% | -20.3% | -15.3% |
| 6M | +1.5% | +0.4% | +1.2% | +0.7% |
| YTD | -5.0% | +9.5% | -14.5% | -9.1% |
| 1Y | -7.3% | +12.0% | -19.3% | -12.1% |
| 3Y | +45.3% | +7.1% | +38.2% | +33.8% |
| 5Y | -15.8% | +49.3% | -65.1% | -34.6% |
| All | +67.2% | +145.6% | -78.4% | +1.0% |
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