+150.9%
CI vs ALL
+371.2%
-220.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.3% | -2.6% | +1.3% | -0.1% |
| 30D | +6.4% | +12.7% | -6.3% | +0.6% |
| 3M | +10.7% | +0.4% | +10.3% | +10.3% |
| 6M | +5.5% | +23.8% | -18.3% | -5.2% |
| YTD | +11.4% | +27.8% | -16.4% | -1.9% |
| 1Y | +15.0% | +28.9% | -13.9% | +0.8% |
| 3Y | +9.0% | +113.9% | -104.9% | -28.5% |
| 5Y | +52.0% | +157.4% | -105.4% | -15.1% |
| 10Y | +150.9% | +369.0% | -218.1% | +18.9% |
| All | +150.9% | +371.2% | -220.2% | +18.9% |
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