+599.6%
XYZ vs CI
+145.0%
+454.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | -1.0% | +1.3% | -2.3% | -1.5% |
| 30D | -1.7% | +4.4% | -6.2% | -3.3% |
| 3M | +16.7% | +0.7% | +16.1% | +15.9% |
| 6M | +26.9% | +0.3% | +26.5% | +25.5% |
| YTD | +27.1% | +3.8% | +23.3% | +24.0% |
| 1Y | +9.3% | -5.5% | +14.7% | +9.1% |
| 3Y | +42.3% | +8.1% | +34.2% | +27.7% |
| 5Y | -69.3% | +42.8% | -112.1% | -76.0% |
| All | +599.6% | +145.0% | +454.6% | +322.5% |
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