+15.0%
CI vs AA
+6.6%
+8.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.2% | -0.5% |
| 7D | -1.3% | +1.1% | -2.4% | -1.3% |
| 30D | +6.4% | -1.3% | +7.6% | +6.4% |
| 3M | +10.7% | -23.9% | +34.6% | +10.9% |
| 6M | +5.5% | -36.8% | +42.3% | +5.4% |
| YTD | +11.4% | -22.2% | +33.6% | +9.9% |
| 1Y | +15.0% | +10.4% | +4.7% | +14.0% |
| All | +15.0% | +6.6% | +8.4% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling