+54.5%
CI vs EXE
+151.8%
-97.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.5% |
| 7D | -1.6% | -6.6% | +5.0% | -0.8% |
| 30D | +5.4% | -4.0% | +9.4% | +5.9% |
| 3M | +7.3% | -7.5% | +14.7% | +8.1% |
| 6M | +5.3% | -11.7% | +17.0% | +6.6% |
| YTD | +8.5% | -22.0% | +30.5% | +11.3% |
| 1Y | +17.1% | -21.8% | +38.9% | +19.9% |
| 3Y | +1.4% | +8.0% | -6.6% | -1.4% |
| 5Y | +50.5% | +62.3% | -11.8% | +34.6% |
| All | +54.5% | +151.8% | -97.2% | +31.3% |
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 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