+52.7%
CI vs BR
+18.6%
+34.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.5% |
| 7D | +2.6% | +5.0% | -2.4% | +1.4% |
| 30D | +7.3% | +16.6% | -9.3% | +3.6% |
| 3M | +9.5% | +12.0% | -2.5% | +6.6% |
| 6M | +6.4% | +30.7% | -24.3% | -0.4% |
| YTD | +12.0% | -11.9% | +23.9% | +15.8% |
| 1Y | +20.1% | -11.6% | +31.6% | +24.0% |
| 3Y | +9.6% | +15.0% | -5.4% | +3.4% |
| 5Y | +52.7% | +18.1% | +34.6% | +39.2% |
| All | +52.7% | +18.6% | +34.1% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling