+68.3%
O vs CI
+166.5%
-98.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | 0.0% |
| 7D | +3.7% | -1.6% | +5.3% | +4.2% |
| 30D | +11.2% | +5.4% | +5.8% | +9.4% |
| 3M | -4.0% | +7.3% | -11.2% | -6.1% |
| 6M | -5.2% | +5.3% | -10.5% | -7.2% |
| YTD | +9.5% | +8.5% | +1.0% | +5.8% |
| 1Y | +10.6% | +17.1% | -6.5% | +4.3% |
| 3Y | +38.1% | +1.4% | +36.7% | +31.6% |
| 5Y | +10.2% | +50.5% | -40.2% | -11.8% |
| All | +68.3% | +166.5% | -98.2% | +21.9% |
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