+157.6%
B vs CI
+42.7%
+114.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.2% |
| 7D | -1.6% | +1.3% | -2.9% | -1.6% |
| 30D | +9.4% | +4.4% | +5.0% | +9.2% |
| 3M | +5.0% | +0.7% | +4.3% | +4.9% |
| 6M | -3.5% | +0.3% | -3.9% | -3.7% |
| YTD | +4.5% | +3.8% | +0.6% | +4.3% |
| 1Y | +67.8% | -5.5% | +73.3% | +67.9% |
| 3Y | +196.7% | +8.1% | +188.6% | +192.9% |
| All | +157.6% | +42.7% | +114.9% | +147.2% |
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