+2,105.4%
FIX vs CI
+42.7%
+2,062.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.0% |
| 7D | +6.0% | +1.3% | +4.7% | +5.9% |
| 30D | -7.2% | +4.4% | -11.7% | -7.7% |
| 3M | -15.9% | +0.7% | -16.5% | -16.2% |
| 6M | +12.7% | +0.3% | +12.4% | +12.2% |
| YTD | +72.8% | +3.8% | +69.0% | +71.3% |
| 1Y | +122.9% | -5.5% | +128.4% | +122.7% |
| 3Y | +774.3% | +8.1% | +766.2% | +716.9% |
| All | +2,105.4% | +42.7% | +2,062.7% | +1,687.8% |
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