+7,463.6%
CI vs AA
+295.2%
+7,168.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.8% |
| 7D | +1.3% | -0.7% | +2.0% | +1.5% |
| 30D | +4.4% | +5.0% | -0.5% | +3.0% |
| 3M | +0.7% | -35.8% | +36.5% | +9.8% |
| 6M | +0.3% | -18.4% | +18.7% | +2.6% |
| YTD | +3.8% | -5.5% | +9.3% | +2.0% |
| 1Y | -5.5% | +61.0% | -66.5% | -18.5% |
| 3Y | +8.1% | +66.2% | -58.1% | -14.2% |
| 5Y | +42.8% | +11.4% | +31.4% | +13.6% |
| 10Y | +143.9% | +116.9% | +27.0% | +34.4% |
| All | +7,463.6% | +295.2% | +7,168.4% | +2,602.2% |
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