+47.7%
CI vs CP
+24.4%
+23.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.1% |
| 7D | -1.6% | +2.8% | -4.3% | -2.3% |
| 30D | +5.4% | +10.2% | -4.8% | +2.7% |
| 3M | +7.3% | +2.4% | +4.9% | +6.4% |
| 6M | +5.3% | +7.7% | -2.4% | +2.9% |
| YTD | +8.5% | +26.0% | -17.5% | +1.2% |
| 1Y | +17.1% | +34.6% | -17.5% | +7.1% |
| 3Y | +1.4% | +26.7% | -25.3% | -6.9% |
| All | +47.7% | +24.4% | +23.3% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling