+383.5%
V vs CI
+146.1%
+237.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -1.7% | +1.3% | -3.0% | -2.1% |
| 30D | +2.0% | +4.4% | -2.5% | +0.5% |
| 3M | +17.4% | +0.7% | +16.7% | +16.7% |
| 6M | +17.5% | +0.3% | +17.2% | +16.7% |
| YTD | +7.6% | +3.8% | +3.8% | +5.4% |
| 1Y | +7.7% | -5.5% | +13.2% | +7.7% |
| 3Y | +54.7% | +8.1% | +46.5% | +42.7% |
| 5Y | +73.0% | +42.8% | +30.2% | +39.9% |
| All | +383.5% | +146.1% | +237.5% | +236.5% |
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