This troubles me. Is there a comparable financial history of CI anywhere?
CI publishes unaudited financial reports on their website. I scrape the data into excel...it's not very reassuring; the cash on the balance sheets doesn't match the cash flows from the cash flow statements. That said, their accounting and finance team is very open and candid (you can call them). I think they are perfectly well-intentioned, though they ought to make it a priority to get a real auditor.
Alcor is another story entirely. The financials statements tick and tie, but their investment process is one of the more alarming and loony I have ever encoun...
Mike Darwin has posted some financial history of Alcor in a post, "The Armories of the Latter Day Laputas, Part 5". While there were some errors (see the comments), Darwin has apparently corrected them.
It makes interesting reading in general. It's not a straight analysis of filings like Brandon's "SIAI - An Examination", but more of a financial history (eg. the graph of revenues vs expenses etc.)