+51.2%
CI vs BEN
+28.2%
+23.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +1.2% | +6.8% | -5.6% | +0.1% |
| 30D | +2.6% | +18.0% | -15.4% | -0.2% |
| 3M | +7.4% | +7.5% | 0.0% | +6.0% |
| 6M | -0.1% | +14.7% | -14.8% | -2.7% |
| YTD | +9.7% | +56.1% | -46.4% | +1.0% |
| 1Y | +12.1% | +69.6% | -57.5% | +1.6% |
| 3Y | +7.0% | +87.7% | -80.7% | -6.4% |
| All | +51.2% | +28.2% | +23.0% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling