-6.3%
CI vs BEN
+45.8%
-52.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -2.0% | +4.7% | -6.7% | -2.7% |
| 30D | -1.8% | +2.6% | -4.4% | -2.3% |
| 3M | -4.2% | +11.5% | -15.7% | -6.5% |
| 6M | +2.7% | +35.3% | -32.6% | -4.5% |
| YTD | +1.9% | +48.6% | -46.7% | -9.6% |
| 1Y | -6.3% | +46.7% | -52.9% | -15.5% |
| All | -6.3% | +45.8% | -52.0% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling