+1.4%
CI vs IT
-51.0%
+52.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | -2.4% |
| 7D | -1.6% | -16.9% | +15.4% | -0.6% |
| 30D | +5.4% | +2.3% | +3.1% | +5.4% |
| 3M | +7.3% | +2.9% | +4.4% | +7.1% |
| 6M | +5.3% | +25.9% | -20.6% | +4.1% |
| YTD | +8.5% | -24.6% | +33.1% | +10.1% |
| 1Y | +17.1% | -16.0% | +33.2% | +18.0% |
| 3Y | +1.4% | -51.6% | +53.0% | -2.8% |
| All | +1.4% | -51.0% | +52.4% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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