-64.6%
XYZ vs CI
+54.1%
-118.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.8% |
| 7D | +9.2% | +1.0% | +8.2% | +9.1% |
| 30D | +9.8% | +9.9% | -0.1% | +7.8% |
| 3M | -0.2% | +12.1% | -12.3% | -2.5% |
| 6M | +18.0% | +10.6% | +7.3% | +15.1% |
| YTD | +29.1% | +11.4% | +17.7% | +25.5% |
| 1Y | +14.1% | +18.8% | -4.7% | +9.1% |
| 3Y | +72.6% | +2.9% | +69.8% | +66.5% |
| 5Y | -64.6% | +54.5% | -119.1% | -75.2% |
| All | -64.6% | +54.1% | -118.7% | -75.2% |
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