+141.0%
CI vs DE
+852.3%
-711.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.0% |
| 7D | -1.1% | -3.0% | +1.9% | -0.1% |
| 30D | +0.5% | +11.1% | -10.7% | -3.2% |
| 3M | -5.2% | +17.6% | -22.8% | -10.8% |
| 6M | +4.3% | +13.6% | -9.3% | -1.0% |
| YTD | +2.8% | +46.3% | -43.5% | -11.4% |
| 1Y | -5.8% | +44.2% | -50.0% | -18.5% |
| 3Y | +4.7% | +76.6% | -71.8% | -18.1% |
| 5Y | +42.7% | +98.2% | -55.5% | +2.3% |
| 10Y | +141.0% | +863.5% | -722.6% | -5.4% |
| All | +141.0% | +852.3% | -711.3% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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