+1.4%
CI vs AR
+19.9%
-18.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.6% |
| 7D | -1.6% | -14.3% | +12.7% | -0.9% |
| 30D | +5.4% | +1.4% | +4.0% | +5.2% |
| 3M | +7.3% | +3.4% | +3.9% | +7.0% |
| 6M | +5.3% | -2.1% | +7.4% | +5.2% |
| YTD | +8.5% | +4.7% | +3.8% | +7.8% |
| 1Y | +17.1% | +10.6% | +6.5% | +15.9% |
| 3Y | +1.4% | +24.6% | -23.2% | -1.0% |
| All | +1.4% | +19.9% | -18.5% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling