+76.2%
O vs CI
+146.2%
-70.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | -0.4% | +1.2% | -1.5% | -0.7% |
| 30D | +7.1% | +2.6% | +4.6% | +6.3% |
| 3M | -5.2% | +7.4% | -12.7% | -7.4% |
| 6M | -1.8% | -0.1% | -1.7% | -2.2% |
| YTD | +9.1% | +9.7% | -0.7% | +5.0% |
| 1Y | +9.7% | +12.1% | -2.4% | +4.8% |
| 3Y | +39.1% | +7.0% | +32.1% | +29.9% |
| 5Y | +8.4% | +49.7% | -41.3% | -13.3% |
| All | +76.2% | +146.2% | -70.0% | +15.8% |
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