+34.4%
CI vs COMP
-52.0%
+86.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.7% | -13.4% | -2.8% |
| 7D | -1.6% | +13.4% | -15.0% | -1.8% |
| 30D | +5.4% | +11.1% | -5.7% | +5.2% |
| 3M | +7.3% | -18.8% | +26.1% | +7.5% |
| 6M | +5.3% | +10.5% | -5.2% | +4.9% |
| YTD | +8.5% | -3.4% | +11.9% | +8.1% |
| 1Y | +17.1% | +19.7% | -2.6% | +16.3% |
| 3Y | +1.4% | +381.6% | -380.2% | -1.9% |
| 5Y | +50.5% | -17.6% | +68.1% | +49.2% |
| All | +34.4% | -52.0% | +86.3% | +34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling