+51.2%
CI vs A
+11.8%
+39.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +1.2% | -0.5% | +1.6% | +1.2% |
| 30D | +2.6% | 0.0% | +2.6% | +2.5% |
| 3M | +7.4% | +16.7% | -9.3% | +5.0% |
| 6M | -0.1% | +54.8% | -54.9% | -6.6% |
| YTD | +9.7% | +28.8% | -19.1% | +5.5% |
| 1Y | +12.1% | +19.3% | -7.2% | +9.1% |
| 3Y | +7.0% | +65.5% | -58.5% | -4.3% |
| All | +51.2% | +11.8% | +39.4% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling