+1,006.2%
TER vs CI
+147.8%
+858.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.8% | -0.9% |
| 7D | -8.9% | +2.6% | -11.5% | -9.5% |
| 30D | -39.1% | +7.3% | -46.4% | -40.4% |
| 3M | -32.8% | +9.5% | -42.2% | -34.9% |
| 6M | -31.7% | +6.4% | -38.2% | -34.1% |
| YTD | +26.9% | +12.0% | +14.9% | +20.3% |
| 1Y | +33.6% | +20.1% | +13.5% | +23.7% |
| 3Y | +181.5% | +9.6% | +171.9% | +154.0% |
| 5Y | +76.1% | +52.7% | +23.4% | +35.5% |
| 10Y | +1,006.2% | +150.3% | +855.9% | +577.4% |
| All | +1,006.2% | +147.8% | +858.4% | +577.4% |
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