+1,251.5%
CI vs EW
+6,974.1%
-5,722.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | +4.4% | +1.0% | +3.4% | +4.1% |
| 3M | +0.7% | +2.8% | -2.1% | -0.3% |
| 6M | +0.3% | +5.5% | -5.1% | -1.6% |
| YTD | +3.8% | +5.5% | -1.6% | +1.7% |
| 1Y | -5.5% | +11.0% | -16.5% | -8.8% |
| 3Y | +8.1% | +17.7% | -9.6% | -1.4% |
| 5Y | +42.8% | -25.7% | +68.5% | +44.5% |
| 10Y | +143.9% | +132.8% | +11.1% | +73.5% |
| All | +1,251.5% | +6,974.1% | -5,722.6% | +319.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling