+12,471.5%
FIX vs CI
+1,678.3%
+10,793.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.3% |
| 7D | +6.0% | +1.3% | +4.7% | +5.6% |
| 30D | -7.2% | +4.4% | -11.7% | -8.5% |
| 3M | -15.9% | +0.7% | -16.5% | -16.6% |
| 6M | +12.7% | +0.3% | +12.4% | +11.7% |
| YTD | +72.8% | +3.8% | +69.0% | +69.3% |
| 1Y | +122.9% | -5.5% | +128.4% | +122.1% |
| 3Y | +774.3% | +8.1% | +766.2% | +709.3% |
| 5Y | +2,049.5% | +42.8% | +2,006.7% | +1,713.3% |
| 10Y | +5,821.5% | +143.9% | +5,677.6% | +4,156.8% |
| All | +12,471.5% | +1,678.3% | +10,793.1% | +4,813.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling