+911.5%
BE vs CI
+76.6%
+834.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.7% | +7.8% |
| 7D | +20.0% | +1.3% | +18.7% | +19.4% |
| 30D | +7.9% | +4.4% | +3.5% | +6.1% |
| 3M | -13.2% | +0.7% | -13.9% | -14.6% |
| 6M | +53.5% | +0.3% | +53.1% | +51.1% |
| YTD | +191.0% | +3.8% | +187.2% | +182.7% |
| 1Y | +360.5% | -5.5% | +366.0% | +356.8% |
| 3Y | +1,568.0% | +8.1% | +1,559.9% | +1,354.9% |
| 5Y | +1,055.2% | +42.8% | +1,012.4% | +733.3% |
| All | +911.5% | +76.6% | +834.9% | +522.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling