+150.3%
CI vs ALL
+372.0%
-221.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.3% | +1.2% |
| 7D | +2.6% | -0.1% | +2.7% | +2.7% |
| 30D | +7.3% | +13.8% | -6.5% | +1.0% |
| 3M | +9.5% | -2.8% | +12.3% | +10.7% |
| 6M | +6.4% | +23.7% | -17.2% | -4.2% |
| YTD | +12.0% | +27.3% | -15.3% | -1.2% |
| 1Y | +20.1% | +30.5% | -10.5% | +4.6% |
| 3Y | +9.6% | +113.0% | -103.4% | -28.0% |
| 5Y | +52.7% | +157.6% | -104.9% | -14.8% |
| 10Y | +150.3% | +368.4% | -218.1% | +18.8% |
| All | +150.3% | +372.0% | -221.7% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling