+150.3%
CI vs AR
+52.4%
+97.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.3% | -1.0% | +2.9% |
| 7D | +2.6% | -5.8% | +8.4% | +3.1% |
| 30D | +7.3% | +4.8% | +2.5% | +6.8% |
| 3M | +9.5% | +1.5% | +8.0% | +9.2% |
| 6M | +6.4% | +4.7% | +1.7% | +5.7% |
| YTD | +12.0% | +9.2% | +2.8% | +10.5% |
| 1Y | +20.1% | +11.2% | +8.9% | +18.1% |
| 3Y | +9.6% | +46.2% | -36.7% | +3.2% |
| 5Y | +52.7% | +98.1% | -45.3% | +36.1% |
| 10Y | +150.3% | +54.5% | +95.7% | +114.2% |
| All | +150.3% | +52.4% | +97.9% | +114.2% |
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