+138.0%
B vs CI
+49.9%
+88.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +0.7% |
| 7D | +9.6% | -1.6% | +11.1% | +9.7% |
| 30D | +3.5% | +5.4% | -1.9% | +3.2% |
| 3M | -1.6% | +7.3% | -8.8% | -1.9% |
| 6M | -1.7% | +5.3% | -7.0% | -2.0% |
| YTD | -5.3% | +8.5% | -13.8% | -5.7% |
| 1Y | +27.2% | +17.1% | +10.1% | +26.2% |
| 3Y | +166.1% | +1.4% | +164.7% | +165.7% |
| All | +138.0% | +49.9% | +88.1% | +127.5% |
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 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