+150.3%
CI vs D
+44.7%
+105.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.5% |
| 7D | +2.6% | +2.4% | +0.2% | +1.7% |
| 30D | +7.3% | +10.9% | -3.6% | +3.0% |
| 3M | +9.5% | +2.8% | +6.6% | +8.2% |
| 6M | +6.4% | +12.7% | -6.3% | +1.1% |
| YTD | +12.0% | +20.3% | -8.3% | +3.2% |
| 1Y | +20.1% | +17.1% | +3.0% | +11.8% |
| 3Y | +9.6% | +75.1% | -65.6% | -15.4% |
| 5Y | +52.7% | +13.1% | +39.6% | +42.4% |
| 10Y | +150.3% | +48.3% | +102.0% | +127.1% |
| All | +150.3% | +44.7% | +105.5% | +127.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling