+18.0%
CI vs AS
+3.3%
+14.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.1% | -1.7% | +3.1% |
| 7D | +3.5% | +13.8% | -10.2% | +3.0% |
| 30D | +12.6% | +16.7% | -4.1% | +11.9% |
| 3M | +12.1% | -11.5% | +23.6% | +12.3% |
| 6M | +10.6% | -5.5% | +16.1% | +10.4% |
| YTD | +12.8% | -14.2% | +27.0% | +12.7% |
| 1Y | +18.0% | +2.1% | +15.9% | +18.5% |
| All | +18.0% | +3.3% | +14.7% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling