+1,001.8%
TER vs CI
+158.0%
+843.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.7% | +12.0% | +12.6% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | -38.9% | +4.7% | -43.6% | -39.9% |
| 3M | -35.1% | +5.2% | -40.3% | -36.5% |
| 6M | -31.6% | +3.8% | -35.4% | -33.5% |
| YTD | +27.2% | +9.2% | +18.0% | +21.4% |
| 1Y | +35.2% | +14.3% | +21.0% | +27.0% |
| 3Y | +192.8% | +8.4% | +184.4% | +164.3% |
| 5Y | +72.4% | +50.0% | +22.4% | +33.1% |
| 10Y | +1,001.8% | +142.2% | +859.7% | +580.2% |
| All | +1,001.8% | +158.0% | +843.8% | +580.2% |
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