+158.7%
CI vs EW
+236.3%
-77.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.0% |
| 7D | -1.6% | +11.0% | -12.6% | -4.3% |
| 30D | +5.4% | +19.1% | -13.7% | +0.5% |
| 3M | +7.3% | +14.4% | -7.1% | +3.3% |
| 6M | +5.3% | +22.8% | -17.5% | -0.8% |
| YTD | +8.5% | +19.8% | -11.3% | +2.5% |
| 1Y | +17.1% | +23.9% | -6.8% | +9.6% |
| 3Y | +1.4% | +52.2% | -50.8% | -15.1% |
| 5Y | +50.5% | -13.9% | +64.4% | +49.5% |
| All | +158.7% | +236.3% | -77.6% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling