+361.6%
PSX vs CI
+146.2%
+215.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +7.8% | +1.2% | +6.6% | +7.3% |
| 30D | -10.9% | +2.6% | -13.5% | -12.0% |
| 3M | +14.5% | +7.4% | +7.1% | +10.8% |
| 6M | +56.1% | -0.1% | +56.2% | +54.7% |
| YTD | +109.6% | +9.7% | +99.8% | +98.9% |
| 1Y | +95.5% | +12.1% | +83.4% | +83.7% |
| 3Y | +156.2% | +7.0% | +149.2% | +131.0% |
| 5Y | +310.0% | +49.7% | +260.3% | +198.8% |
| All | +361.6% | +146.2% | +215.5% | +187.6% |
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