+738.1%
CI vs ET
+1,313.9%
-575.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.3% | +1.8% | -3.1% | -1.7% |
| 30D | +6.4% | -3.0% | +9.4% | +7.0% |
| 3M | +10.7% | -4.7% | +15.4% | +11.8% |
| 6M | +5.5% | +2.7% | +2.8% | +4.5% |
| YTD | +11.4% | +26.5% | -15.2% | +4.4% |
| 1Y | +15.0% | +25.0% | -9.9% | +8.1% |
| 3Y | +9.0% | +85.4% | -76.4% | -9.2% |
| 5Y | +52.0% | +215.5% | -163.5% | +8.6% |
| 10Y | +150.9% | +161.3% | -10.4% | +73.8% |
| All | +738.1% | +1,313.9% | -575.8% | +32.9% |
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