+324.7%
CI vs AR
-32.8%
+357.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -1.0% |
| 7D | +1.0% | -11.7% | +12.7% | +2.1% |
| 30D | +9.9% | +1.8% | +8.0% | +9.6% |
| 3M | +12.1% | +6.0% | +6.1% | +11.3% |
| 6M | +10.6% | -7.0% | +17.6% | +10.9% |
| YTD | +11.4% | +5.6% | +5.8% | +10.3% |
| 1Y | +18.8% | +10.8% | +8.0% | +16.9% |
| 3Y | +2.9% | +19.3% | -16.5% | -1.0% |
| 5Y | +54.5% | +73.3% | -18.8% | +40.2% |
| 10Y | +175.7% | +47.6% | +128.2% | +121.1% |
| All | +324.7% | -32.8% | +357.5% | +247.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling