+894.6%
FIX vs CI
+54.1%
+840.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.3% | -10.3% | -11.5% |
| 7D | -27.2% | +1.0% | -28.3% | -27.3% |
| 30D | -46.9% | +9.9% | -56.8% | -47.3% |
| 3M | -44.4% | +12.1% | -56.5% | -44.9% |
| 6M | -50.9% | +10.6% | -61.5% | -51.5% |
| YTD | +3.5% | +11.4% | -7.9% | +2.2% |
| 1Y | -2.1% | +18.8% | -20.9% | -4.0% |
| 3Y | +418.7% | +2.9% | +415.9% | +406.1% |
| 5Y | +894.6% | +54.5% | +840.0% | +710.5% |
| All | +894.6% | +54.1% | +840.4% | +710.5% |
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