+50.6%
CI vs AU
+673.1%
-622.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +1.1% |
| 7D | -1.3% | -7.0% | +5.7% | -1.2% |
| 30D | +3.1% | +7.3% | -4.1% | +2.9% |
| 3M | -4.5% | +33.2% | -37.7% | -5.2% |
| 6M | +8.3% | -0.6% | +8.9% | +8.0% |
| YTD | +3.8% | +26.2% | -22.4% | +3.0% |
| 1Y | -5.0% | +68.3% | -73.3% | -6.5% |
| 3Y | +5.8% | +592.1% | -586.3% | -1.4% |
| 5Y | +50.6% | +685.3% | -634.6% | +40.2% |
| All | +50.6% | +673.1% | -622.5% | +40.2% |
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