+1,105.3%
CI vs BG
+954.5%
+150.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | -0.3% |
| 7D | +1.2% | +2.6% | -1.4% | +0.3% |
| 30D | +2.6% | -6.7% | +9.2% | +4.7% |
| 3M | +7.4% | -9.3% | +16.7% | +10.2% |
| 6M | -0.1% | -18.3% | +18.2% | +5.5% |
| YTD | +9.7% | +16.2% | -6.4% | +2.8% |
| 1Y | +12.1% | +7.6% | +4.5% | +7.6% |
| 3Y | +7.0% | +6.6% | +0.5% | +0.7% |
| 5Y | +49.7% | +22.2% | +27.5% | +30.9% |
| 10Y | +147.2% | +112.0% | +35.2% | +68.0% |
| All | +1,105.3% | +954.5% | +150.8% | +448.9% |
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 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