+7,463.6%
CI vs CP
+7,669.4%
-205.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +1.3% | -2.7% | +4.0% | +2.2% |
| 30D | +4.4% | +0.2% | +4.3% | +4.3% |
| 3M | +0.7% | +2.6% | -1.9% | -0.4% |
| 6M | +0.3% | +6.0% | -5.6% | -2.1% |
| YTD | +3.8% | +24.9% | -21.1% | -4.7% |
| 1Y | -5.5% | +20.1% | -25.6% | -12.1% |
| 3Y | +8.1% | +16.4% | -8.3% | -0.1% |
| 5Y | +42.8% | +31.7% | +11.1% | +24.2% |
| 10Y | +143.9% | +223.9% | -80.0% | +53.1% |
| All | +7,463.6% | +7,669.4% | -205.8% | +1,513.2% |
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 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