+49.3%
CI vs ALL
+161.8%
-112.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.2% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +4.9% | +12.8% | -7.9% | +1.3% |
| 3M | +7.4% | +4.7% | +2.7% | +5.9% |
| 6M | +0.4% | +24.9% | -24.6% | -5.9% |
| YTD | +9.5% | +30.0% | -20.5% | +1.2% |
| 1Y | +12.0% | +29.9% | -18.0% | +3.5% |
| 3Y | +7.1% | +117.5% | -110.5% | -15.4% |
| 5Y | +49.3% | +161.7% | -112.4% | +9.3% |
| All | +49.3% | +161.8% | -112.5% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling