+18.0%
CI vs M
+36.6%
-18.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.6% | -4.2% | +2.5% |
| 7D | +3.5% | +8.3% | -4.7% | +2.5% |
| 30D | +12.6% | +14.2% | -1.6% | +10.9% |
| 3M | +12.1% | -1.1% | +13.2% | +11.8% |
| 6M | +10.6% | +36.6% | -26.0% | +6.4% |
| YTD | +12.8% | +19.8% | -6.9% | +10.0% |
| 1Y | +18.0% | +37.2% | -19.2% | +13.0% |
| All | +18.0% | +36.6% | -18.5% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling