+1,067.6%
PSX vs CI
+588.2%
+479.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.4% |
| 7D | -13.1% | -1.6% | -11.6% | -12.7% |
| 30D | -9.5% | +5.4% | -14.9% | -11.4% |
| 3M | +20.2% | +7.3% | +12.9% | +16.6% |
| 6M | +44.9% | +5.3% | +39.6% | +40.8% |
| YTD | +94.4% | +8.5% | +85.9% | +86.0% |
| 1Y | +83.1% | +17.1% | +66.0% | +69.8% |
| 3Y | +132.2% | +1.4% | +130.7% | +116.6% |
| 5Y | +278.8% | +50.5% | +228.4% | +187.6% |
| 10Y | +354.2% | +168.5% | +185.6% | +177.1% |
| All | +1,067.6% | +588.2% | +479.3% | +360.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling