+1,469.2%
CI vs AU
+793.6%
+675.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.2% |
| 7D | +1.3% | -3.6% | +4.9% | +1.5% |
| 30D | +4.4% | +23.9% | -19.4% | +2.8% |
| 3M | +0.7% | +19.1% | -18.4% | -0.8% |
| 6M | +0.3% | -0.2% | +0.5% | -0.3% |
| YTD | +3.8% | +32.5% | -28.6% | +0.9% |
| 1Y | -5.5% | +96.9% | -102.4% | -10.9% |
| 3Y | +8.1% | +614.7% | -606.6% | -8.5% |
| 5Y | +42.8% | +647.7% | -604.9% | +18.7% |
| 10Y | +143.9% | +679.2% | -535.3% | +92.5% |
| All | +1,469.2% | +793.6% | +675.6% | +1,106.8% |
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