+56.0%
CI vs EXE
+163.0%
-107.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -1.7% | +3.6% | -5.3% | -2.1% |
| 30D | +4.9% | -4.3% | +9.2% | +5.4% |
| 3M | +7.4% | -7.7% | +15.1% | +8.3% |
| 6M | +0.4% | -7.2% | +7.6% | +1.1% |
| YTD | +9.5% | -18.5% | +28.0% | +11.7% |
| 1Y | +12.0% | -24.4% | +36.3% | +15.3% |
| 3Y | +7.1% | +21.6% | -14.5% | +2.4% |
| 5Y | +49.3% | +77.3% | -28.0% | +32.2% |
| All | +56.0% | +163.0% | -107.0% | +31.8% |
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