+150.3%
CI vs EW
+234.0%
-83.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.7% |
| 7D | +2.6% | +9.3% | -6.7% | +0.2% |
| 30D | +7.3% | +22.1% | -14.7% | +1.7% |
| 3M | +9.5% | +13.0% | -3.5% | +5.8% |
| 6M | +6.4% | +30.1% | -23.6% | -1.3% |
| YTD | +12.0% | +22.0% | -10.0% | +5.3% |
| 1Y | +20.1% | +23.7% | -3.6% | +12.4% |
| 3Y | +9.6% | +62.0% | -52.4% | -10.0% |
| 5Y | +52.7% | -12.4% | +65.1% | +51.0% |
| 10Y | +150.3% | +236.1% | -85.8% | +64.9% |
| All | +150.3% | +234.0% | -83.7% | +64.9% |
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