+208.1%
C vs CI
0.0%
+208.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.7% |
| 7D | -2.4% | -1.6% | -0.8% | -2.3% |
| 30D | -6.0% | +5.4% | -11.4% | -6.4% |
| 3M | -10.5% | +7.3% | -17.8% | -11.0% |
| 6M | -5.7% | +5.3% | -11.0% | -6.2% |
| YTD | +4.1% | +8.5% | -4.3% | +3.3% |
| 1Y | +20.5% | +17.1% | +3.4% | +19.2% |
| 3Y | +208.1% | +1.4% | +206.7% | +216.1% |
| All | +208.1% | 0.0% | +208.1% | +216.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling