+387.2%
BE vs CI
+49.9%
+337.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.6% | +6.0% | +3.6% |
| 7D | -14.7% | -1.6% | -13.2% | -14.6% |
| 30D | -40.5% | +5.4% | -45.9% | -40.8% |
| 3M | -24.3% | +7.3% | -31.6% | -24.9% |
| 6M | -39.3% | +5.3% | -44.6% | -40.0% |
| YTD | +99.4% | +8.5% | +90.9% | +96.7% |
| 1Y | +26.6% | +17.1% | +9.5% | +23.7% |
| 3Y | +1,616.9% | +1.4% | +1,615.5% | +1,580.8% |
| All | +387.2% | +49.9% | +337.3% | +310.6% |
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 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