+41.5%
CI vs DE
+97.1%
-55.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | -2.0% | +0.7% | -2.7% | -2.2% |
| 30D | -1.8% | +9.6% | -11.5% | -3.6% |
| 3M | -4.2% | +19.0% | -23.2% | -7.7% |
| 6M | +2.7% | +16.1% | -13.4% | -0.7% |
| YTD | +1.9% | +47.0% | -45.1% | -6.8% |
| 1Y | -6.3% | +43.1% | -49.4% | -13.8% |
| 3Y | +3.9% | +77.5% | -73.6% | -10.3% |
| All | +41.5% | +97.1% | -55.6% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling