+7,803.6%
CI vs AA
+213.5%
+7,590.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -3.2% |
| 7D | -1.6% | +0.9% | -2.4% | -1.8% |
| 30D | +5.4% | -6.7% | +12.1% | +6.8% |
| 3M | +7.3% | -16.3% | +23.6% | +10.7% |
| 6M | +5.3% | -37.1% | +42.4% | +14.4% |
| YTD | +8.5% | -25.0% | +33.5% | +11.6% |
| 1Y | +17.1% | +8.6% | +8.5% | +10.2% |
| 3Y | +1.4% | +57.2% | -55.8% | -18.6% |
| 5Y | +50.5% | -13.0% | +63.5% | +27.2% |
| 10Y | +168.5% | +65.5% | +103.0% | +57.3% |
| All | +7,803.6% | +213.5% | +7,590.1% | +2,857.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling