+9.6%
CI vs IR
+28.5%
-19.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.7% |
| 7D | +2.6% | +1.5% | +1.1% | +2.4% |
| 30D | +7.3% | +9.0% | -1.7% | +6.0% |
| 3M | +9.5% | -0.9% | +10.4% | +9.6% |
| 6M | +6.4% | +13.4% | -7.0% | +4.0% |
| YTD | +12.0% | +8.5% | +3.5% | +9.9% |
| 1Y | +20.1% | +11.3% | +8.8% | +17.3% |
| 3Y | +9.6% | +26.0% | -16.4% | -11.2% |
| All | +9.6% | +28.5% | -19.0% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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