+358.3%
SE vs CI
+74.4%
+283.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | -1.5% | -1.7% | +0.3% | -1.1% |
| 30D | -22.3% | +4.9% | -27.2% | -23.3% |
| 3M | -41.8% | +7.4% | -49.2% | -42.9% |
| 6M | -22.4% | +0.4% | -22.8% | -22.9% |
| YTD | -41.6% | +9.5% | -51.1% | -43.2% |
| 1Y | -48.0% | +12.0% | -60.0% | -49.7% |
| 3Y | +63.9% | +7.1% | +56.8% | +55.2% |
| 5Y | -78.2% | +49.3% | -127.5% | -81.7% |
| All | +358.3% | +74.4% | +283.9% | +259.0% |
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