+566.1%
XYZ vs CI
+145.6%
+420.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.4% |
| 7D | -2.1% | -1.7% | -0.4% | -1.6% |
| 30D | +7.0% | +4.9% | +2.2% | +5.4% |
| 3M | +5.1% | +7.4% | -2.3% | +2.5% |
| 6M | +14.1% | +0.4% | +13.7% | +13.2% |
| YTD | +26.4% | +9.5% | +16.9% | +21.1% |
| 1Y | +25.1% | +12.0% | +13.1% | +18.8% |
| 3Y | +59.7% | +7.1% | +52.6% | +45.5% |
| 5Y | -63.8% | +49.3% | -113.1% | -72.1% |
| All | +566.1% | +145.6% | +420.5% | +313.9% |
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