+145.0%
CI vs AR
+52.0%
+93.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +1.3% | +2.5% | -1.2% | +1.1% |
| 30D | +4.4% | +14.8% | -10.4% | +3.1% |
| 3M | +0.7% | +6.2% | -5.6% | 0.0% |
| 6M | +0.3% | +4.3% | -3.9% | -0.3% |
| YTD | +3.8% | +14.4% | -10.6% | +2.1% |
| 1Y | -5.5% | +21.3% | -26.8% | -7.7% |
| 3Y | +8.1% | +39.8% | -31.7% | +2.3% |
| 5Y | +42.8% | +142.1% | -99.3% | +24.7% |
| All | +145.0% | +52.0% | +93.0% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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