+634.6%
XYZ vs CI
+147.8%
+486.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -5.9% | -4.2% |
| 7D | +12.6% | +2.6% | +10.0% | +11.7% |
| 30D | +10.8% | +7.3% | +3.5% | +8.2% |
| 3M | +8.4% | +9.5% | -1.1% | +5.0% |
| 6M | +14.3% | +6.4% | +7.9% | +11.1% |
| YTD | +31.5% | +12.0% | +19.5% | +24.9% |
| 1Y | +28.1% | +20.1% | +8.0% | +18.6% |
| 3Y | +66.2% | +9.6% | +56.6% | +50.1% |
| 5Y | -62.3% | +52.7% | -115.0% | -71.2% |
| 10Y | +634.6% | +150.3% | +484.3% | +348.2% |
| All | +634.6% | +147.8% | +486.8% | +348.2% |
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