+1,076.1%
BE vs CI
+42.7%
+1,033.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.7% | +7.5% |
| 7D | +20.0% | +1.3% | +18.7% | +19.8% |
| 30D | +7.9% | +4.4% | +3.5% | +7.4% |
| 3M | -13.2% | +0.7% | -13.9% | -13.7% |
| 6M | +53.5% | +0.3% | +53.1% | +52.5% |
| YTD | +191.0% | +3.8% | +187.2% | +188.2% |
| 1Y | +360.5% | -5.5% | +366.0% | +359.8% |
| 3Y | +1,568.0% | +8.1% | +1,559.9% | +1,461.9% |
| All | +1,076.1% | +42.7% | +1,033.4% | +930.1% |
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