+1,163.5%
C vs CI
+7,591.2%
-6,427.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | +3.6% | +1.3% | +2.3% | +3.0% |
| 30D | +0.1% | +4.4% | -4.4% | -2.1% |
| 3M | +2.4% | +0.7% | +1.8% | +1.4% |
| 6M | +24.9% | +0.3% | +24.6% | +23.2% |
| YTD | +19.8% | +3.8% | +16.0% | +15.9% |
| 1Y | +44.9% | -5.5% | +50.4% | +43.9% |
| 3Y | +263.0% | +8.1% | +254.9% | +218.3% |
| 5Y | +129.5% | +42.8% | +86.7% | +69.6% |
| 10Y | +291.6% | +143.9% | +147.7% | +107.9% |
| All | +1,163.5% | +7,591.2% | -6,427.7% | +2.0% |
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