+20.5%
C vs CI
+15.7%
+4.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.9% |
| 7D | -2.4% | -1.6% | -0.8% | -2.1% |
| 30D | -6.0% | +5.4% | -11.4% | -6.8% |
| 3M | -10.5% | +7.3% | -17.8% | -11.6% |
| 6M | -5.7% | +5.3% | -11.0% | -7.2% |
| YTD | +4.1% | +8.5% | -4.3% | +2.0% |
| 1Y | +20.5% | +17.1% | +3.4% | +18.6% |
| All | +20.5% | +15.7% | +4.8% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling