+7,463.6%
CI vs EAT
+11,644.8%
-4,181.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +4.4% | +1.9% | +2.6% | +3.8% |
| 3M | +0.7% | +68.7% | -68.0% | -9.8% |
| 6M | +0.3% | +66.9% | -66.6% | -10.8% |
| YTD | +3.8% | +60.4% | -56.6% | -7.2% |
| 1Y | -5.5% | +44.0% | -49.5% | -14.0% |
| 3Y | +8.1% | +604.7% | -596.6% | -32.6% |
| 5Y | +42.8% | +347.0% | -304.2% | -7.5% |
| 10Y | +143.9% | +390.8% | -246.9% | +30.1% |
| All | +7,463.6% | +11,644.8% | -4,181.2% | +1,429.3% |
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