+47.9%
CI vs EXE
+191.4%
-143.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.2% |
| 7D | +1.3% | -0.3% | +1.6% | +1.3% |
| 30D | +4.4% | +8.5% | -4.0% | +3.4% |
| 3M | +0.7% | +5.5% | -4.8% | -0.1% |
| 6M | +0.3% | -5.9% | +6.2% | +0.9% |
| YTD | +3.8% | -9.7% | +13.5% | +4.8% |
| 1Y | -5.5% | +3.6% | -9.1% | -6.5% |
| 3Y | +8.1% | +18.0% | -9.9% | +4.2% |
| 5Y | +42.8% | +109.4% | -66.6% | +23.2% |
| All | +47.9% | +191.4% | -143.5% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling