+65.3%
T vs CI
+141.2%
-75.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.3% |
| 7D | -1.5% | -2.6% | +1.0% | -0.9% |
| 30D | +7.6% | -2.4% | +10.0% | +8.2% |
| 3M | +15.3% | -4.8% | +20.1% | +16.6% |
| 6M | -8.5% | +2.1% | -10.6% | -9.3% |
| YTD | +6.8% | +1.4% | +5.4% | +5.8% |
| 1Y | -7.2% | -6.8% | -0.5% | -6.7% |
| 3Y | +108.2% | +3.3% | +105.0% | +99.5% |
| 5Y | +66.1% | +41.1% | +25.0% | +42.4% |
| 10Y | +65.3% | +139.1% | -73.8% | +25.7% |
| All | +65.3% | +141.2% | -75.9% | +25.7% |
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