+50.3%
O vs CI
+141.2%
-91.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.3% |
| 7D | -0.6% | -2.6% | +2.0% | +0.2% |
| 30D | -2.0% | -2.4% | +0.4% | -1.3% |
| 3M | +3.0% | -4.8% | +7.8% | +4.2% |
| 6M | -3.6% | +2.1% | -5.8% | -4.9% |
| YTD | +12.1% | +1.4% | +10.7% | +10.6% |
| 1Y | +8.9% | -6.8% | +15.7% | +9.3% |
| 3Y | +30.3% | +3.3% | +27.0% | +22.7% |
| 5Y | +13.7% | +41.1% | -27.4% | -7.2% |
| 10Y | +50.3% | +139.1% | -88.8% | +5.9% |
| All | +50.3% | +141.2% | -91.0% | +5.9% |
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