+52.0%
CI vs AU
+389.3%
-337.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.5% |
| 7D | -1.3% | +4.7% | -5.9% | -1.4% |
| 30D | +6.4% | -1.5% | +7.9% | +6.4% |
| 3M | +10.7% | -5.0% | +15.7% | +10.7% |
| 6M | +5.5% | -13.5% | +19.0% | +5.6% |
| YTD | +11.4% | +11.7% | -0.3% | +10.7% |
| 1Y | +15.0% | +21.3% | -6.3% | +14.1% |
| 3Y | +9.0% | +545.0% | -536.0% | +1.3% |
| 5Y | +52.0% | +412.0% | -360.0% | +36.3% |
| All | +52.0% | +389.3% | -337.4% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling