+41.1%
CI vs EAT
+326.5%
-285.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -2.1% |
| 7D | -2.6% | -4.9% | +2.4% | -2.2% |
| 30D | -2.4% | -1.2% | -1.2% | -2.3% |
| 3M | -4.8% | +52.2% | -57.0% | -7.6% |
| 6M | +2.1% | +65.0% | -62.9% | -1.9% |
| YTD | +1.4% | +55.0% | -53.7% | -2.2% |
| 1Y | -6.8% | +42.1% | -48.8% | -9.8% |
| 3Y | +3.3% | +614.7% | -611.4% | -12.0% |
| 5Y | +41.1% | +322.7% | -281.7% | +22.4% |
| All | +41.1% | +326.5% | -285.4% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling