+150.9%
CI vs DE
+790.2%
-639.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -1.3% | +2.3% | -3.6% | -2.0% |
| 30D | +6.4% | +9.3% | -3.0% | +3.3% |
| 3M | +10.7% | +12.2% | -1.5% | +6.1% |
| 6M | +5.5% | +18.1% | -12.6% | -1.3% |
| YTD | +11.4% | +49.8% | -38.4% | -4.9% |
| 1Y | +15.0% | +46.4% | -31.4% | -1.1% |
| 3Y | +9.0% | +92.5% | -83.6% | -17.5% |
| 5Y | +52.0% | +107.4% | -55.4% | +7.3% |
| 10Y | +150.9% | +784.1% | -633.1% | +4.0% |
| All | +150.9% | +790.2% | -639.3% | +4.0% |
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