+142.2%
CI vs CP
+261.0%
-118.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.2% |
| 7D | +0.1% | +2.8% | -2.6% | -1.0% |
| 30D | +4.7% | +11.3% | -6.7% | -0.1% |
| 3M | +5.2% | +2.9% | +2.4% | +3.7% |
| 6M | +3.8% | +9.8% | -6.0% | -0.8% |
| YTD | +9.2% | +28.5% | -19.3% | -3.2% |
| 1Y | +14.3% | +33.5% | -19.2% | -0.5% |
| 3Y | +8.4% | +31.9% | -23.5% | -7.8% |
| 5Y | +50.0% | +25.5% | +24.6% | +27.1% |
| 10Y | +142.2% | +257.6% | -115.4% | +25.5% |
| All | +142.2% | +261.0% | -118.8% | +25.5% |
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