+49.3%
CI vs EW
-7.9%
+57.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -1.7% | +4.9% | -6.7% | -2.4% |
| 30D | +4.9% | +24.1% | -19.2% | +1.6% |
| 3M | +7.4% | +13.7% | -6.3% | +5.3% |
| 6M | +0.4% | +32.7% | -32.3% | -3.8% |
| YTD | +9.5% | +24.1% | -14.6% | +5.7% |
| 1Y | +12.0% | +23.6% | -11.7% | +8.2% |
| 3Y | +7.1% | +64.8% | -57.7% | -4.0% |
| 5Y | +49.3% | -8.8% | +58.1% | +53.0% |
| All | +49.3% | -7.9% | +57.2% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling