-3.6%
CI vs AS
+120.4%
-123.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -1.4% |
| 7D | +1.3% | -4.9% | +6.2% | +1.4% |
| 30D | +4.4% | -19.6% | +24.0% | +5.1% |
| 3M | +0.7% | -14.4% | +15.0% | +1.1% |
| 6M | +0.3% | -20.1% | +20.5% | +0.8% |
| YTD | +3.8% | -20.9% | +24.7% | +4.3% |
| 1Y | -5.5% | -21.9% | +16.4% | -5.1% |
| All | -3.6% | +120.4% | -123.9% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling