+62.5%
T vs CI
+145.6%
-83.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.1% |
| 7D | +1.6% | -1.7% | +3.4% | +2.1% |
| 30D | -2.9% | +4.9% | -7.8% | -4.1% |
| 3M | -7.5% | +7.4% | -14.9% | -9.2% |
| 6M | -9.9% | +0.4% | -10.3% | -10.2% |
| YTD | -6.4% | +9.5% | -15.9% | -9.2% |
| 1Y | -9.4% | +12.0% | -21.4% | -12.6% |
| 3Y | +64.9% | +7.1% | +57.8% | +56.9% |
| 5Y | +57.0% | +49.3% | +7.6% | +32.5% |
| All | +62.5% | +145.6% | -83.1% | +19.9% |
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