+59.6%
CI vs EXE
+161.7%
-102.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +2.3% |
| 7D | +2.6% | -2.2% | +4.8% | +2.9% |
| 30D | +7.3% | -0.3% | +7.6% | +7.3% |
| 3M | +9.5% | -9.3% | +18.8% | +10.7% |
| 6M | +6.4% | -7.2% | +13.7% | +7.2% |
| YTD | +12.0% | -18.9% | +30.9% | +14.4% |
| 1Y | +20.1% | -21.7% | +41.8% | +23.0% |
| 3Y | +9.6% | +21.0% | -11.4% | +4.8% |
| 5Y | +52.7% | +76.0% | -23.3% | +35.3% |
| All | +59.6% | +161.7% | -102.1% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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