+68.8%
CI vs ACI
+25.9%
+42.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 3M | +0.7% | -19.8% | +20.4% | +2.7% |
| 6M | +0.3% | -24.7% | +25.1% | +3.0% |
| YTD | +3.8% | -24.4% | +28.2% | +6.4% |
| 1Y | -5.5% | -31.5% | +26.0% | -2.2% |
| 3Y | +8.1% | -38.7% | +46.8% | +12.8% |
| 5Y | +42.8% | -42.8% | +85.6% | +48.3% |
| All | +68.8% | +25.9% | +42.9% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling