+7,463.6%
CI vs D
+2,347.4%
+5,116.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +1.3% | +1.5% | -0.2% | +0.6% |
| 30D | +4.4% | -2.6% | +7.0% | +5.6% |
| 3M | +0.7% | 0.0% | +0.6% | +0.5% |
| 6M | +0.3% | +7.4% | -7.0% | -3.4% |
| YTD | +3.8% | +15.9% | -12.1% | -3.7% |
| 1Y | -5.5% | +18.1% | -23.6% | -13.4% |
| 3Y | +8.1% | +58.4% | -50.3% | -15.7% |
| 5Y | +42.8% | +5.2% | +37.6% | +33.4% |
| 10Y | +143.9% | +35.9% | +108.0% | +94.3% |
| All | +7,463.6% | +2,347.4% | +5,116.2% | +1,407.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling