+532.2%
BE vs CI
+49.5%
+482.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.2% | -4.9% |
| 7D | +10.8% | +1.2% | +9.7% | +10.7% |
| 30D | -19.8% | +2.6% | -22.3% | -20.0% |
| 3M | -18.7% | +7.4% | -26.2% | -19.3% |
| 6M | -33.7% | -0.1% | -33.6% | -33.8% |
| YTD | +121.0% | +9.7% | +111.2% | +117.9% |
| 1Y | +85.4% | +12.1% | +73.3% | +82.3% |
| 3Y | +1,709.5% | +7.0% | +1,702.5% | +1,641.1% |
| All | +532.2% | +49.5% | +482.6% | +444.3% |
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 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