+92.9%
CI vs IR
+288.5%
-195.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.7% |
| 7D | +1.3% | -2.8% | +4.1% | +2.1% |
| 30D | +4.4% | -15.1% | +19.6% | +9.4% |
| 3M | +0.7% | +6.1% | -5.4% | -1.8% |
| 6M | +0.3% | -16.8% | +17.2% | +4.9% |
| YTD | +3.8% | -3.5% | +7.4% | +3.3% |
| 1Y | -5.5% | -3.5% | -2.0% | -6.1% |
| 3Y | +8.1% | +9.5% | -1.4% | -0.2% |
| 5Y | +42.8% | +45.1% | -2.3% | +16.3% |
| All | +92.9% | +288.5% | -195.6% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling