+1,709.5%
BE vs CI
+7.2%
+1,702.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.2% | -4.9% |
| 7D | +10.8% | +1.2% | +9.7% | +11.0% |
| 30D | -19.8% | +2.6% | -22.3% | -19.5% |
| 3M | -18.7% | +7.4% | -26.2% | -18.0% |
| 6M | -33.7% | -0.1% | -33.6% | -33.2% |
| YTD | +121.0% | +9.7% | +111.2% | +123.3% |
| 1Y | +85.4% | +12.1% | +73.3% | +87.7% |
| 3Y | +1,709.5% | +7.0% | +1,702.5% | +1,809.5% |
| All | +1,709.5% | +7.2% | +1,702.4% | +1,809.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling