+17.1%
CI vs ALL
+28.6%
-11.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.8% | -1.0% |
| 7D | -1.6% | -1.9% | +0.4% | -0.8% |
| 30D | +5.4% | +13.8% | -8.4% | +1.2% |
| 3M | +7.3% | -7.0% | +14.2% | +9.8% |
| 6M | +5.3% | +18.0% | -12.7% | +0.2% |
| YTD | +8.5% | +24.2% | -15.7% | +0.9% |
| 1Y | +17.1% | +31.2% | -14.1% | +4.2% |
| All | +17.1% | +28.6% | -11.5% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling