+82.7%
O vs CI
+147.8%
-65.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.5% | -0.7% |
| 7D | +3.5% | +2.6% | +0.9% | +2.7% |
| 30D | +10.4% | +7.3% | +3.1% | +8.0% |
| 3M | -2.4% | +9.5% | -11.9% | -5.2% |
| 6M | -1.2% | +6.4% | -7.6% | -3.5% |
| YTD | +10.4% | +12.0% | -1.6% | +5.6% |
| 1Y | +11.4% | +20.1% | -8.6% | +4.2% |
| 3Y | +40.4% | +9.6% | +30.8% | +30.2% |
| 5Y | +12.1% | +52.7% | -40.6% | -10.9% |
| 10Y | +82.7% | +150.3% | -67.5% | +18.2% |
| All | +82.7% | +147.8% | -65.1% | +18.2% |
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