+150.3%
CI vs A
+312.5%
-162.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.9% |
| 7D | +2.6% | +1.4% | +1.2% | +2.1% |
| 30D | +7.3% | +4.3% | +3.0% | +5.8% |
| 3M | +9.5% | +19.8% | -10.3% | +2.8% |
| 6M | +6.4% | +54.4% | -47.9% | -8.9% |
| YTD | +12.0% | +31.7% | -19.7% | +0.7% |
| 1Y | +20.1% | +22.4% | -2.4% | +10.7% |
| 3Y | +9.6% | +67.7% | -58.1% | -14.7% |
| 5Y | +52.7% | +15.7% | +37.0% | +36.2% |
| 10Y | +150.3% | +308.7% | -158.4% | +21.6% |
| All | +150.3% | +312.5% | -162.2% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling