+18.0%
CI vs EAT
+109.8%
-91.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.3% | -2.9% | +2.9% |
| 7D | +3.5% | -0.1% | +3.7% | +3.5% |
| 30D | +12.6% | +13.5% | -1.0% | +11.5% |
| 3M | +12.1% | +1.0% | +11.1% | +11.9% |
| 6M | +10.6% | +57.3% | -46.7% | +6.8% |
| YTD | +12.8% | +53.6% | -40.7% | +8.8% |
| 1Y | +18.0% | +110.8% | -92.8% | +8.1% |
| All | +18.0% | +109.8% | -91.8% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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