+681.1%
CI vs ET
+1,435.0%
-753.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +1.3% | +0.9% | +0.4% | +1.1% |
| 30D | +4.4% | +7.5% | -3.0% | +2.5% |
| 3M | +0.7% | +11.4% | -10.8% | -2.2% |
| 6M | +0.3% | +18.5% | -18.2% | -4.1% |
| YTD | +3.8% | +37.4% | -33.6% | -4.5% |
| 1Y | -5.5% | +30.9% | -36.4% | -12.1% |
| 3Y | +8.1% | +98.7% | -90.6% | -11.3% |
| 5Y | +42.8% | +230.7% | -187.9% | +0.8% |
| 10Y | +143.9% | +175.6% | -31.7% | +66.2% |
| All | +681.1% | +1,435.0% | -753.9% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling