+1,558.8%
CI vs AU
+607.0%
+951.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | +1.2% | -7.2% | +8.4% | +1.6% |
| 30D | +2.6% | -2.9% | +5.4% | +2.6% |
| 3M | +7.4% | -8.7% | +16.1% | +7.7% |
| 6M | -0.1% | -14.1% | +14.0% | +0.3% |
| YTD | +9.7% | +4.8% | +4.9% | +8.1% |
| 1Y | +12.1% | +11.9% | +0.2% | +9.9% |
| 3Y | +7.0% | +513.8% | -506.8% | -8.5% |
| 5Y | +49.7% | +379.3% | -329.6% | +28.2% |
| 10Y | +147.2% | +837.1% | -689.9% | +91.0% |
| All | +1,558.8% | +607.0% | +951.8% | +1,192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling