+3,653.2%
FIX vs CI
+166.5%
+3,486.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.6% | +8.1% | +6.3% |
| 7D | -17.5% | -1.6% | -15.9% | -17.2% |
| 30D | -41.6% | +5.4% | -47.0% | -42.9% |
| 3M | -40.6% | +7.3% | -47.8% | -42.5% |
| 6M | -49.4% | +5.3% | -54.7% | -51.1% |
| YTD | +9.2% | +8.5% | +0.7% | +4.0% |
| 1Y | +6.5% | +17.1% | -10.7% | -1.5% |
| 3Y | +448.7% | +1.4% | +447.3% | +401.8% |
| 5Y | +948.7% | +50.5% | +898.2% | +667.6% |
| All | +3,653.2% | +166.5% | +3,486.7% | +1,989.9% |
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