+357.1%
PSX vs CI
+149.2%
+207.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.7% | +3.4% |
| 7D | -0.4% | -1.3% | +0.9% | +0.1% |
| 30D | -8.1% | +6.4% | -14.5% | -10.5% |
| 3M | +15.9% | +10.7% | +5.2% | +10.9% |
| 6M | +49.4% | +5.5% | +43.9% | +44.8% |
| YTD | +104.7% | +11.4% | +93.3% | +93.2% |
| 1Y | +89.1% | +15.0% | +74.1% | +75.9% |
| 3Y | +151.7% | +9.0% | +142.8% | +125.4% |
| 5Y | +298.3% | +52.0% | +246.4% | +188.7% |
| 10Y | +357.1% | +150.9% | +206.1% | +181.3% |
| All | +357.1% | +149.2% | +207.9% | +181.3% |
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