+8,016.0%
CI vs CP
+7,870.0%
+146.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | +1.0% | +6.1% | -5.1% | -1.1% |
| 30D | +9.9% | +9.8% | +0.1% | +6.3% |
| 3M | +12.1% | +2.7% | +9.3% | +10.8% |
| 6M | +10.6% | +12.8% | -2.2% | +5.7% |
| YTD | +11.4% | +28.2% | -16.8% | +1.3% |
| 1Y | +18.8% | +34.1% | -15.4% | +6.3% |
| 3Y | +2.9% | +28.9% | -26.0% | -8.3% |
| 5Y | +54.5% | +27.1% | +27.5% | +36.2% |
| 10Y | +175.7% | +264.8% | -89.1% | +66.5% |
| All | +8,016.0% | +7,870.0% | +146.0% | +1,614.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling