+7,857.7%
CI vs DE
+14,834.5%
-6,976.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.2% |
| 7D | +0.1% | +3.5% | -3.4% | -0.9% |
| 30D | +4.7% | +11.3% | -6.7% | +1.3% |
| 3M | +5.2% | +11.6% | -6.4% | +1.3% |
| 6M | +3.8% | +20.9% | -17.1% | -3.0% |
| YTD | +9.2% | +49.7% | -40.4% | -5.1% |
| 1Y | +14.3% | +49.5% | -35.2% | -0.8% |
| 3Y | +8.4% | +94.7% | -86.2% | -15.0% |
| 5Y | +50.0% | +107.4% | -57.3% | +12.4% |
| 10Y | +142.2% | +793.2% | -651.0% | +11.7% |
| All | +7,857.7% | +14,834.5% | -6,976.8% | +1,443.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling