+150.3%
CI vs CP
+255.2%
-104.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | +2.6% | +2.8% | -0.2% | +1.4% |
| 30D | +7.3% | +11.0% | -3.7% | +2.6% |
| 3M | +9.5% | +3.8% | +5.6% | +7.5% |
| 6M | +6.4% | +9.5% | -3.1% | +1.9% |
| YTD | +12.0% | +28.2% | -16.2% | -0.6% |
| 1Y | +20.1% | +33.0% | -12.9% | +4.7% |
| 3Y | +9.6% | +35.5% | -26.0% | -8.0% |
| 5Y | +52.7% | +25.8% | +26.9% | +29.1% |
| 10Y | +150.3% | +250.7% | -100.5% | +29.0% |
| All | +150.3% | +255.2% | -104.9% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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