+6,624.9%
CI vs ALL
+3,771.7%
+2,853.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | +1.0% | +4.2% | -3.2% | -0.9% |
| 30D | +9.9% | +18.9% | -9.0% | +1.4% |
| 3M | +12.1% | +1.2% | +10.8% | +11.1% |
| 6M | +10.6% | +23.2% | -12.6% | -0.2% |
| YTD | +11.4% | +30.0% | -18.6% | -2.5% |
| 1Y | +18.8% | +39.6% | -20.8% | +0.6% |
| 3Y | +2.9% | +115.2% | -112.4% | -30.7% |
| 5Y | +54.5% | +156.2% | -101.7% | -7.7% |
| 10Y | +175.7% | +398.0% | -222.2% | +19.1% |
| All | +6,624.9% | +3,771.7% | +2,853.2% | +1,197.2% |
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 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