+142.1%
CI vs BG
+166.7%
-24.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.5% |
| 7D | -0.1% | +3.1% | -3.2% | -1.0% |
| 30D | +1.8% | +10.2% | -8.5% | -1.3% |
| 3M | -4.2% | -1.7% | -2.6% | -4.2% |
| 6M | +8.8% | +1.0% | +7.9% | +7.6% |
| YTD | +3.7% | +39.9% | -36.2% | -7.5% |
| 1Y | -6.1% | +53.2% | -59.4% | -19.0% |
| 3Y | +4.5% | +16.3% | -11.8% | -3.2% |
| 5Y | +50.5% | +83.9% | -33.3% | +15.2% |
| All | +142.1% | +166.7% | -24.5% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling