-80.5%
TE vs CI
+55.7%
-136.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.0% |
| 7D | -19.1% | +1.2% | -20.2% | -19.0% |
| 30D | -34.1% | +2.6% | -36.7% | -34.1% |
| 3M | -60.1% | +7.4% | -67.6% | -60.1% |
| 6M | -66.0% | -0.1% | -65.8% | -65.9% |
| YTD | -71.4% | +9.7% | -81.1% | -71.4% |
| 1Y | -45.3% | +12.1% | -57.4% | -45.4% |
| 3Y | +9.1% | +7.0% | +2.1% | +8.8% |
| 5Y | -82.6% | +49.7% | -132.3% | -82.9% |
| All | -80.5% | +55.7% | -136.2% | -81.1% |
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