+600.7%
CI vs BR
+1,486.0%
-885.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | +2.6% | +5.0% | -2.4% | +0.2% |
| 30D | +7.3% | +16.6% | -9.3% | -0.5% |
| 3M | +9.5% | +12.0% | -2.5% | +3.4% |
| 6M | +6.4% | +30.7% | -24.3% | -7.9% |
| YTD | +12.0% | -11.9% | +23.9% | +16.7% |
| 1Y | +20.1% | -11.6% | +31.6% | +24.9% |
| 3Y | +9.6% | +15.0% | -5.4% | -3.1% |
| 5Y | +52.7% | +18.1% | +34.6% | +29.3% |
| 10Y | +150.3% | +278.6% | -128.4% | +5.8% |
| All | +600.7% | +1,486.0% | -885.3% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling