+293.0%
LOW vs CI
+146.2%
+146.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +1.4% | +1.2% | +0.3% | +1.0% |
| 30D | +21.7% | +2.6% | +19.1% | +20.8% |
| 3M | +5.0% | +7.4% | -2.4% | +2.5% |
| 6M | +4.6% | -0.1% | +4.7% | +4.2% |
| YTD | -3.5% | +9.7% | -13.2% | -7.3% |
| 1Y | +0.5% | +12.1% | -11.6% | -4.2% |
| 3Y | +24.8% | +7.0% | +17.8% | +15.9% |
| 5Y | +6.5% | +49.7% | -43.2% | -16.3% |
| All | +293.0% | +146.2% | +146.8% | +153.2% |
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 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