+519.9%
FIX vs CI
+8.8%
+511.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.6% | +5.6% | +5.0% |
| 7D | +6.4% | -1.3% | +7.7% | +6.3% |
| 30D | -29.1% | +6.4% | -35.5% | -28.6% |
| 3M | -31.1% | +10.7% | -41.8% | -30.5% |
| 6M | -42.8% | +5.5% | -48.3% | -42.3% |
| YTD | +24.6% | +11.4% | +13.3% | +25.7% |
| 1Y | +21.9% | +15.0% | +6.9% | +23.2% |
| All | +519.9% | +8.8% | +511.1% | +522.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling