+948.1%
FIX vs CI
+49.9%
+898.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.6% | +8.1% | +5.5% |
| 7D | -17.5% | -1.6% | -15.9% | -17.4% |
| 30D | -41.6% | +5.4% | -47.0% | -41.8% |
| 3M | -40.6% | +7.3% | -47.8% | -41.0% |
| 6M | -49.4% | +5.3% | -54.7% | -49.8% |
| YTD | +9.2% | +8.5% | +0.7% | +7.9% |
| 1Y | +6.5% | +17.1% | -10.7% | +4.3% |
| 3Y | +448.7% | +1.4% | +447.3% | +433.6% |
| All | +948.1% | +49.9% | +898.2% | +762.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling