+139.1%
CI vs ALL
+355.7%
-216.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.3% |
| 7D | -2.6% | -1.7% | -0.8% | -1.8% |
| 30D | -2.4% | -4.7% | +2.3% | -0.2% |
| 3M | -4.8% | +18.4% | -23.1% | -12.3% |
| 6M | +2.1% | +20.5% | -18.4% | -7.0% |
| YTD | +1.4% | +23.5% | -22.2% | -9.1% |
| 1Y | -6.8% | +29.0% | -35.8% | -18.3% |
| 3Y | +3.3% | +153.7% | -150.4% | -38.0% |
| 5Y | +41.1% | +114.8% | -73.7% | -11.5% |
| 10Y | +139.1% | +356.1% | -217.1% | +14.3% |
| All | +139.1% | +355.7% | -216.6% | +14.3% |
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