-5.5%
CI vs BR
-29.1%
+23.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.0% |
| 7D | +1.3% | -5.3% | +6.6% | +1.7% |
| 30D | +4.4% | +6.4% | -2.0% | +3.9% |
| 3M | +0.7% | +13.6% | -13.0% | -0.5% |
| 6M | +0.3% | -6.7% | +7.0% | +1.5% |
| YTD | +3.8% | -21.1% | +24.9% | +13.9% |
| 1Y | -5.5% | -29.6% | +24.1% | +8.4% |
| All | -5.5% | -29.1% | +23.6% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling