+28.6%
CI vs COMP
-47.7%
+76.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | +1.3% | +1.4% | -0.1% | +1.3% |
| 30D | +4.4% | -13.3% | +17.8% | +4.7% |
| 3M | +0.7% | +41.1% | -40.5% | 0.0% |
| 6M | +0.3% | +17.2% | -16.8% | -0.2% |
| YTD | +3.8% | +5.2% | -1.4% | +3.4% |
| 1Y | -5.5% | +18.9% | -24.4% | -6.2% |
| 3Y | +8.1% | +215.9% | -207.8% | +5.4% |
| 5Y | +42.8% | -31.2% | +74.0% | +40.4% |
| All | +28.6% | -47.7% | +76.3% | +28.2% |
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 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