+140.4%
CI vs ALL
+355.7%
-215.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.5% | -0.7% |
| 7D | -2.0% | -1.7% | -0.3% | -1.2% |
| 30D | -1.8% | -4.7% | +2.9% | +0.3% |
| 3M | -4.2% | +18.4% | -22.6% | -11.8% |
| 6M | +2.7% | +20.5% | -17.8% | -6.5% |
| YTD | +1.9% | +23.5% | -21.6% | -8.6% |
| 1Y | -6.3% | +29.0% | -35.2% | -17.9% |
| 3Y | +3.9% | +153.7% | -149.9% | -37.7% |
| 5Y | +41.9% | +114.8% | -72.9% | -11.0% |
| 10Y | +140.4% | +356.1% | -215.8% | +15.0% |
| All | +140.4% | +355.7% | -215.3% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling