+233.8%
LOW vs CI
+143.6%
+90.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -0.6% | -1.1% | +0.5% | -0.3% |
| 30D | -9.3% | +0.5% | -9.7% | -9.5% |
| 3M | -8.1% | -5.2% | -2.9% | -6.8% |
| 6M | -19.8% | +4.3% | -24.1% | -21.4% |
| YTD | -16.4% | +2.8% | -19.1% | -17.9% |
| 1Y | -24.7% | -5.8% | -18.9% | -24.7% |
| 3Y | -8.8% | +4.7% | -13.6% | -15.1% |
| 5Y | +7.8% | +42.7% | -34.9% | -14.0% |
| 10Y | +233.8% | +141.0% | +92.9% | +117.9% |
| All | +233.8% | +143.6% | +90.2% | +117.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling