+55.3%
BE vs CI
+21.2%
+34.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.4% | -9.7% | -5.5% |
| 7D | -12.1% | +3.5% | -15.7% | -11.3% |
| 30D | -30.1% | +12.6% | -42.7% | -28.3% |
| 3M | -12.1% | +12.1% | -24.2% | -10.2% |
| 6M | -30.6% | +10.6% | -41.1% | -30.4% |
| YTD | +130.6% | +12.8% | +117.8% | +135.5% |
| 1Y | +55.3% | +18.0% | +37.3% | +63.2% |
| All | +55.3% | +21.2% | +34.1% | +63.2% |
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 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