+360.5%
BE vs CI
-4.0%
+364.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.7% | +7.3% |
| 7D | +20.0% | +1.3% | +18.7% | +20.0% |
| 30D | +7.9% | +4.4% | +3.5% | +8.2% |
| 3M | -13.2% | +0.7% | -13.9% | -13.5% |
| 6M | +53.5% | +0.3% | +53.1% | +52.4% |
| YTD | +191.0% | +3.8% | +187.2% | +191.0% |
| 1Y | +360.5% | -5.5% | +366.0% | +372.3% |
| All | +360.5% | -4.0% | +364.5% | +372.3% |
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