-5.0%
CI vs ET
+35.8%
-40.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.3% | +1.4% | -2.7% | -1.5% |
| 30D | +3.1% | +4.6% | -1.4% | +2.6% |
| 3M | -4.5% | +16.0% | -20.5% | -6.2% |
| 6M | +8.3% | +22.8% | -14.6% | +6.3% |
| YTD | +3.8% | +38.9% | -35.1% | +2.8% |
| 1Y | -5.0% | +34.1% | -39.1% | -5.4% |
| All | -5.0% | +35.8% | -40.8% | -5.4% |
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