+1,040.2%
CI vs BG
+1,131.5%
-91.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | +1.3% | +2.8% | -1.5% | +0.4% |
| 30D | +4.4% | +12.0% | -7.6% | +0.6% |
| 3M | +0.7% | -7.7% | +8.4% | +2.8% |
| 6M | +0.3% | +4.5% | -4.1% | -2.0% |
| YTD | +3.8% | +35.7% | -31.9% | -7.0% |
| 1Y | -5.5% | +50.1% | -55.6% | -18.6% |
| 3Y | +8.1% | +12.6% | -4.5% | +0.3% |
| 5Y | +42.8% | +75.4% | -32.6% | +11.1% |
| 10Y | +143.9% | +150.5% | -6.6% | +57.2% |
| All | +1,040.2% | +1,131.5% | -91.3% | +396.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling