+6.8%
CI vs ACI
-38.5%
+45.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +1.3% | +0.2% | +1.1% | +1.3% |
| 30D | +4.4% | +5.9% | -1.5% | +3.4% |
| 3M | +0.7% | -19.8% | +20.4% | +4.2% |
| 6M | +0.3% | -24.7% | +25.1% | +5.1% |
| YTD | +3.8% | -24.4% | +28.2% | +8.4% |
| 1Y | -5.5% | -31.5% | +26.0% | +0.8% |
| All | +6.8% | -38.5% | +45.3% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling