-5.8%
CI vs DE
+42.9%
-48.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +0.9% |
| 7D | -1.1% | -3.0% | +1.9% | -0.7% |
| 30D | +0.5% | +11.1% | -10.7% | -1.0% |
| 3M | -5.2% | +17.6% | -22.8% | -7.8% |
| 6M | +4.3% | +13.6% | -9.3% | +2.2% |
| YTD | +2.8% | +46.3% | -43.5% | -9.3% |
| 1Y | -5.8% | +44.2% | -50.0% | -17.2% |
| All | -5.8% | +42.9% | -48.7% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling