+539.2%
MAR vs CI
+149.2%
+390.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +1.0% | -1.3% | +2.3% | +1.5% |
| 30D | +16.2% | +6.4% | +9.8% | +13.6% |
| 3M | +23.1% | +10.7% | +12.4% | +18.6% |
| 6M | +22.0% | +5.5% | +16.5% | +18.8% |
| YTD | +39.2% | +11.4% | +27.8% | +32.3% |
| 1Y | +48.3% | +15.0% | +33.2% | +39.3% |
| 3Y | +123.4% | +9.0% | +114.4% | +103.3% |
| 5Y | +185.4% | +52.0% | +133.4% | +115.9% |
| 10Y | +539.2% | +150.9% | +388.3% | +293.2% |
| All | +539.2% | +149.2% | +390.0% | +293.2% |
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