+39.8%
CI vs COMP
-52.8%
+92.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.7% | -4.4% | +3.2% |
| 7D | +3.5% | +9.5% | -6.0% | +3.4% |
| 30D | +12.6% | +8.1% | +4.5% | +12.4% |
| 3M | +12.1% | -16.3% | +28.4% | +12.3% |
| 6M | +10.6% | +42.2% | -31.6% | +9.6% |
| YTD | +12.8% | -5.0% | +17.9% | +12.5% |
| 1Y | +18.0% | +20.1% | -2.1% | +17.2% |
| 3Y | +4.2% | +358.4% | -354.2% | +0.9% |
| 5Y | +57.2% | -21.9% | +79.2% | +55.9% |
| All | +39.8% | -52.8% | +92.5% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling