+1,123.3%
CI vs BG
+940.3%
+183.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.8% |
| 7D | -1.3% | +3.4% | -4.7% | -2.4% |
| 30D | +6.4% | -3.8% | +10.2% | +7.5% |
| 3M | +10.7% | -9.6% | +20.3% | +13.7% |
| 6M | +5.5% | -19.5% | +25.0% | +11.9% |
| YTD | +11.4% | +14.6% | -3.2% | +4.8% |
| 1Y | +15.0% | +6.6% | +8.4% | +10.7% |
| 3Y | +9.0% | +4.7% | +4.3% | +3.1% |
| 5Y | +52.0% | +22.1% | +29.9% | +32.9% |
| 10Y | +150.9% | +109.2% | +41.8% | +71.2% |
| All | +1,123.3% | +940.3% | +183.0% | +459.6% |
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