+150.9%
CI vs EXPE
+121.2%
+29.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -0.9% |
| 7D | -1.3% | -17.8% | +16.5% | +1.6% |
| 30D | +6.4% | -3.2% | +9.6% | +6.7% |
| 3M | +10.7% | -19.0% | +29.7% | +13.8% |
| 6M | +5.5% | +17.7% | -12.3% | +2.0% |
| YTD | +11.4% | -7.8% | +19.2% | +10.8% |
| 1Y | +15.0% | -1.4% | +16.4% | +13.0% |
| 3Y | +9.0% | +121.9% | -113.0% | -10.7% |
| 5Y | +52.0% | +44.3% | +7.7% | +31.6% |
| 10Y | +150.9% | +125.4% | +25.5% | +57.8% |
| All | +150.9% | +121.2% | +29.7% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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