+8.6%
CI vs AU
+547.8%
-539.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.6% |
| 7D | -1.3% | +4.7% | -5.9% | -1.3% |
| 30D | +6.4% | -1.5% | +7.9% | +6.4% |
| 3M | +10.7% | -5.0% | +15.7% | +10.6% |
| 6M | +5.5% | -13.5% | +19.0% | +5.4% |
| YTD | +11.4% | +11.7% | -0.3% | +11.7% |
| 1Y | +15.0% | +21.3% | -6.3% | +15.5% |
| All | +8.6% | +547.8% | -539.2% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 3y: compounded portfolio wealth divided by compounded AU 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…
3y analysis · Full analysis span regression · 6 months rolling