+7,803.6%
CI vs EAT
+10,438.3%
-2,634.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.2% | -2.1% |
| 7D | -1.6% | -2.6% | +1.1% | -1.0% |
| 30D | +5.4% | +11.5% | -6.1% | +2.9% |
| 3M | +7.3% | -9.1% | +16.4% | +8.5% |
| 6M | +5.3% | +40.4% | -35.1% | -3.0% |
| YTD | +8.5% | +43.9% | -35.5% | -1.4% |
| 1Y | +17.1% | +101.9% | -84.8% | -0.9% |
| 3Y | +1.4% | +489.9% | -488.5% | -34.6% |
| 5Y | +50.5% | +362.6% | -312.2% | -3.5% |
| 10Y | +168.5% | +385.7% | -217.1% | +42.5% |
| All | +7,803.6% | +10,438.3% | -2,634.7% | +1,524.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling