-27.2%
TGT vs CI
+48.8%
-76.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | +2.6% | -1.7% | +4.3% | +3.0% |
| 30D | +6.6% | +4.9% | +1.7% | +5.5% |
| 3M | +5.2% | +7.4% | -2.2% | +3.4% |
| 6M | +35.3% | +0.4% | +34.9% | +34.9% |
| YTD | +70.3% | +9.5% | +60.9% | +65.8% |
| 1Y | +81.2% | +12.0% | +69.2% | +75.3% |
| 3Y | +66.9% | +7.1% | +59.9% | +59.4% |
| 5Y | -27.2% | +49.3% | -76.5% | -40.4% |
| All | -27.2% | +48.8% | -76.0% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling