+725.7%
CI vs ET
+1,310.3%
-584.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +1.2% | +2.5% | -1.4% | +0.5% |
| 30D | +2.6% | -2.5% | +5.0% | +3.1% |
| 3M | +7.4% | -4.9% | +12.3% | +8.6% |
| 6M | -0.1% | -0.1% | 0.0% | -0.4% |
| YTD | +9.7% | +26.2% | -16.5% | +3.0% |
| 1Y | +12.1% | +25.2% | -13.0% | +5.3% |
| 3Y | +7.0% | +84.2% | -77.2% | -10.7% |
| 5Y | +49.7% | +216.1% | -166.4% | +6.9% |
| 10Y | +147.2% | +160.7% | -13.4% | +71.4% |
| All | +725.7% | +1,310.3% | -584.6% | +31.1% |
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