+4.1%
CI vs FE
+44.7%
-40.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +1.0% | +0.6% | +0.5% | +0.8% |
| 30D | +9.9% | +6.4% | +3.5% | +7.5% |
| 3M | +12.1% | -0.5% | +12.5% | +12.1% |
| 6M | +10.6% | +4.7% | +5.9% | +8.9% |
| YTD | +11.4% | +8.4% | +3.0% | +8.2% |
| 1Y | +18.8% | +7.2% | +11.5% | +15.7% |
| All | +4.1% | +44.7% | -40.6% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 3y: compounded portfolio wealth divided by compounded FE 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…
3y analysis · Full analysis span regression · 6 months rolling