+1,157.5%
CI vs A
+546.2%
+611.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.4% | -3.0% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +5.4% | +3.4% | +2.1% | +4.5% |
| 3M | +7.3% | +23.8% | -16.6% | +1.8% |
| 6M | +5.3% | +49.0% | -43.7% | -4.7% |
| YTD | +8.5% | +29.4% | -20.9% | +1.0% |
| 1Y | +17.1% | +19.4% | -2.3% | +11.0% |
| 3Y | +1.4% | +66.2% | -64.8% | -12.9% |
| 5Y | +50.5% | +15.8% | +34.7% | +38.4% |
| 10Y | +168.5% | +326.1% | -157.6% | +83.9% |
| All | +1,157.5% | +546.2% | +611.3% | +495.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling