+0.8%
CI vs AS
+134.9%
-134.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.6% |
| 7D | -1.6% | +6.9% | -8.5% | -1.8% |
| 30D | +5.4% | +16.0% | -10.6% | +4.9% |
| 3M | +7.3% | -12.8% | +20.1% | +7.6% |
| 6M | +5.3% | -15.4% | +20.7% | +5.7% |
| YTD | +8.5% | -15.7% | +24.2% | +8.7% |
| 1Y | +17.1% | +6.1% | +11.0% | +16.6% |
| All | +0.8% | +134.9% | -134.1% | -9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling