+6,167.2%
CI vs ALL
+3,667.9%
+2,499.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.7% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +4.4% | -1.5% | +5.9% | +5.0% |
| 3M | +0.7% | +23.6% | -23.0% | -9.1% |
| 6M | +0.3% | +22.3% | -22.0% | -9.2% |
| YTD | +3.8% | +26.5% | -22.7% | -7.8% |
| 1Y | -5.5% | +27.0% | -32.5% | -16.5% |
| 3Y | +8.1% | +149.6% | -141.5% | -32.2% |
| 5Y | +42.8% | +118.1% | -75.3% | -7.8% |
| 10Y | +143.9% | +369.0% | -225.1% | +8.3% |
| All | +6,167.2% | +3,667.9% | +2,499.3% | +1,125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling