+992.7%
C vs CI
+8,153.0%
-7,160.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.3% | -3.8% | -4.4% |
| 7D | -5.3% | +1.0% | -6.3% | -5.8% |
| 30D | -7.3% | +9.9% | -17.2% | -11.7% |
| 3M | -13.5% | +12.1% | -25.5% | -18.5% |
| 6M | -6.5% | +10.6% | -17.1% | -12.2% |
| YTD | +3.6% | +11.4% | -7.8% | -3.5% |
| 1Y | +18.9% | +18.8% | +0.1% | +7.0% |
| 3Y | +205.0% | +2.9% | +202.1% | +174.6% |
| 5Y | +109.4% | +54.5% | +54.8% | +48.5% |
| 10Y | +232.9% | +175.7% | +57.2% | +66.1% |
| All | +992.7% | +8,153.0% | -7,160.3% | -15.0% |
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