+16.4%
B vs CI
+18.7%
-2.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.5% | -8.7% | -6.2% |
| 7D | +7.1% | +2.6% | +4.5% | +7.0% |
| 30D | -3.3% | +7.3% | -10.7% | -3.8% |
| 3M | -2.5% | +9.5% | -12.0% | -3.3% |
| 6M | -7.2% | +6.4% | -13.7% | -7.7% |
| YTD | -7.4% | +12.0% | -19.4% | -6.2% |
| 1Y | +16.4% | +20.1% | -3.6% | +17.5% |
| All | +16.4% | +18.7% | -2.3% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling