+24.2%
FIX vs CI
+12.2%
+12.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.3% |
| 7D | +9.4% | +1.2% | +8.3% | +9.7% |
| 30D | -27.8% | +2.6% | -30.3% | -27.2% |
| 3M | -35.6% | +7.4% | -43.0% | -34.8% |
| 6M | -45.2% | -0.1% | -45.1% | -43.9% |
| YTD | +19.5% | +9.7% | +9.7% | +18.1% |
| 1Y | +24.2% | +12.1% | +12.1% | +23.2% |
| All | +24.2% | +12.2% | +12.1% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling