+418.8%
BE vs CI
-8.0%
+426.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.8% | +11.5% | +9.5% |
| 7D | +29.8% | -2.0% | +31.8% | +29.6% |
| 30D | +26.4% | -1.8% | +28.2% | +26.2% |
| 3M | +9.3% | -4.2% | +13.6% | +9.4% |
| 6M | +105.1% | +2.7% | +102.4% | +102.6% |
| YTD | +219.0% | +1.9% | +217.1% | +218.9% |
| 1Y | +418.8% | -6.3% | +425.0% | +419.6% |
| All | +418.8% | -8.0% | +426.7% | +419.6% |
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