-5.5%
CI vs ET
+31.4%
-36.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +1.3% | +0.9% | +0.4% | +1.2% |
| 30D | +4.4% | +7.5% | -3.0% | +3.6% |
| 3M | +0.7% | +11.4% | -10.8% | -0.9% |
| 6M | +0.3% | +18.5% | -18.2% | -1.3% |
| YTD | +3.8% | +37.4% | -33.6% | +2.6% |
| 1Y | -5.5% | +30.9% | -36.4% | -5.7% |
| All | -5.5% | +31.4% | -36.9% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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