+3.5%
CI vs AS
+133.7%
-130.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.2% |
| 7D | +1.0% | +7.1% | -6.1% | +0.8% |
| 30D | +9.9% | +12.8% | -2.9% | +9.5% |
| 3M | +12.1% | -14.7% | +26.8% | +12.5% |
| 6M | +10.6% | -9.9% | +20.6% | +10.8% |
| YTD | +11.4% | -16.1% | +27.5% | +11.7% |
| 1Y | +18.8% | +0.2% | +18.6% | +18.4% |
| All | +3.5% | +133.7% | -130.2% | -7.0% |
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