+105.5%
B vs CI
+49.5%
+56.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -7.3% | +1.2% | -8.5% | -7.4% |
| 30D | -3.3% | +2.6% | -5.9% | -3.5% |
| 3M | -7.8% | +7.4% | -15.2% | -8.1% |
| 6M | -15.5% | -0.1% | -15.4% | -15.6% |
| YTD | -12.3% | +9.7% | -22.0% | -12.7% |
| 1Y | +5.4% | +12.1% | -6.8% | +4.7% |
| 3Y | +165.5% | +7.0% | +158.5% | +163.5% |
| All | +105.5% | +49.5% | +56.0% | +95.9% |
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 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