+142.2%
CI vs BR
+275.8%
-133.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -1.7% | -1.3% | -0.5% | -1.2% |
| 30D | +4.9% | +13.7% | -8.8% | -0.3% |
| 3M | +7.4% | +13.8% | -6.4% | +1.9% |
| 6M | +0.4% | +29.7% | -29.3% | -10.4% |
| YTD | +9.5% | -12.6% | +22.1% | +14.6% |
| 1Y | +12.0% | -12.4% | +24.4% | +17.1% |
| 3Y | +7.1% | +14.1% | -7.0% | -3.2% |
| 5Y | +49.3% | +18.7% | +30.7% | +29.7% |
| All | +142.2% | +275.8% | -133.6% | +20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling