+3,759.0%
FIX vs CI
+149.2%
+3,609.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.6% | +5.6% | +5.2% |
| 7D | +6.4% | -1.3% | +7.7% | +6.9% |
| 30D | -29.1% | +6.4% | -35.5% | -30.8% |
| 3M | -31.1% | +10.7% | -41.8% | -33.9% |
| 6M | -42.8% | +5.5% | -48.3% | -44.7% |
| YTD | +24.6% | +11.4% | +13.3% | +17.8% |
| 1Y | +21.9% | +15.0% | +6.9% | +13.9% |
| 3Y | +524.9% | +9.0% | +516.0% | +455.3% |
| 5Y | +1,092.2% | +52.0% | +1,040.3% | +773.8% |
| 10Y | +3,759.0% | +150.9% | +3,608.1% | +2,174.4% |
| All | +3,759.0% | +149.2% | +3,609.9% | +2,174.4% |
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