+420.4%
FIX vs CI
+2.7%
+417.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.3% | -10.3% | -11.7% |
| 7D | -27.2% | +1.0% | -28.3% | -27.1% |
| 30D | -46.9% | +9.9% | -56.8% | -46.5% |
| 3M | -44.4% | +12.1% | -56.5% | -43.9% |
| 6M | -50.9% | +10.6% | -61.5% | -50.5% |
| YTD | +3.5% | +11.4% | -7.9% | +4.4% |
| 1Y | -2.1% | +18.8% | -20.9% | -1.0% |
| All | +420.4% | +2.7% | +417.7% | +422.1% |
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