+1,946.3%
CI vs FE
+561.4%
+1,384.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +1.3% | +1.9% | -0.6% | +0.6% |
| 30D | +4.4% | -1.2% | +5.6% | +4.9% |
| 3M | +0.7% | +3.5% | -2.8% | -0.7% |
| 6M | +0.3% | -6.1% | +6.4% | +2.7% |
| YTD | +3.8% | +7.6% | -3.8% | +0.6% |
| 1Y | -5.5% | +11.9% | -17.4% | -9.9% |
| 3Y | +8.1% | +48.4% | -40.3% | -8.8% |
| 5Y | +42.8% | +44.8% | -2.0% | +20.6% |
| 10Y | +143.9% | +115.9% | +28.0% | +69.1% |
| All | +1,946.3% | +561.4% | +1,384.9% | +779.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling