-25.0%
TGT vs CI
+43.3%
-68.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.4% |
| 7D | -3.6% | -1.1% | -2.5% | -3.3% |
| 30D | +4.4% | +0.5% | +3.9% | +4.3% |
| 3M | +25.4% | -5.2% | +30.6% | +26.7% |
| 6M | +33.4% | +4.3% | +29.0% | +31.6% |
| YTD | +65.6% | +2.8% | +62.8% | +63.6% |
| 1Y | +80.3% | -5.8% | +86.1% | +80.9% |
| 3Y | +42.1% | +4.7% | +37.4% | +35.6% |
| 5Y | -25.0% | +42.7% | -67.7% | -36.2% |
| All | -25.0% | +43.3% | -68.3% | -36.2% |
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 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