+45.2%
CI vs EXE
+192.2%
-147.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -2.0% | -1.8% | -0.2% | -1.8% |
| 30D | -1.8% | +6.4% | -8.2% | -2.6% |
| 3M | -4.2% | +9.2% | -13.5% | -5.3% |
| 6M | +2.7% | -7.0% | +9.7% | +3.4% |
| YTD | +1.9% | -9.5% | +11.4% | +2.8% |
| 1Y | -6.3% | +6.2% | -12.5% | -7.5% |
| 3Y | +3.9% | +20.7% | -16.9% | -0.2% |
| 5Y | +41.9% | +103.6% | -61.8% | +23.0% |
| All | +45.2% | +192.2% | -147.0% | +21.3% |
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