+20.1%
CI vs M
+26.3%
-6.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.5% |
| 7D | +2.6% | +5.0% | -2.4% | +1.9% |
| 30D | +7.3% | +10.6% | -3.3% | +5.9% |
| 3M | +9.5% | +1.6% | +7.9% | +9.0% |
| 6M | +6.4% | +30.8% | -24.4% | +2.4% |
| YTD | +12.0% | +16.9% | -4.9% | +9.2% |
| 1Y | +20.1% | +26.3% | -6.2% | +14.8% |
| All | +20.1% | +26.3% | -6.2% | +14.8% |
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