+18.0%
CI vs COMP
+23.8%
-5.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.7% | -4.4% | +3.0% |
| 7D | +3.5% | +9.5% | -6.0% | +3.1% |
| 30D | +12.6% | +8.1% | +4.5% | +12.1% |
| 3M | +12.1% | -16.3% | +28.4% | +12.3% |
| 6M | +10.6% | +42.2% | -31.6% | +7.5% |
| YTD | +12.8% | -5.0% | +17.9% | +11.4% |
| 1Y | +18.0% | +20.1% | -2.1% | +13.2% |
| All | +18.0% | +23.8% | -5.8% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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