+415.4%
MAR vs CI
+142.6%
+272.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.7% |
| 7D | -1.7% | -2.0% | +0.3% | -1.0% |
| 30D | -6.9% | -1.8% | -5.1% | -6.4% |
| 3M | -15.8% | -4.2% | -11.6% | -15.0% |
| 6M | +1.9% | +2.7% | -0.8% | +0.1% |
| YTD | +6.6% | +1.9% | +4.7% | +4.7% |
| 1Y | +23.7% | -6.3% | +29.9% | +23.8% |
| 3Y | +64.6% | +3.9% | +60.7% | +51.5% |
| 5Y | +156.4% | +41.9% | +114.5% | +98.7% |
| 10Y | +415.4% | +140.4% | +275.0% | +226.4% |
| All | +415.4% | +142.6% | +272.8% | +226.4% |
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