-53.4%
TE vs CI
+47.2%
-100.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.7% | -6.7% |
| 7D | +0.9% | -1.3% | +2.2% | +0.9% |
| 30D | -16.3% | +3.1% | -19.4% | -16.2% |
| 3M | -40.8% | -4.5% | -36.2% | -40.7% |
| 6M | -42.6% | +8.3% | -50.9% | -42.8% |
| YTD | -31.4% | +3.8% | -35.2% | -31.6% |
| 1Y | +144.9% | -5.0% | +149.9% | +145.7% |
| 3Y | -26.0% | +5.8% | -31.8% | -26.6% |
| 5Y | -48.5% | +50.6% | -99.1% | -49.4% |
| All | -53.4% | +47.2% | -100.6% | -54.7% |
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