+15.0%
CI vs M
+25.7%
-10.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.4% |
| 7D | -1.3% | -3.3% | +2.0% | -0.9% |
| 30D | +6.4% | +8.1% | -1.7% | +5.3% |
| 3M | +10.7% | +2.2% | +8.5% | +10.1% |
| 6M | +5.5% | +35.1% | -29.7% | +0.8% |
| YTD | +11.4% | +15.8% | -4.4% | +8.7% |
| 1Y | +15.0% | +25.8% | -10.8% | +9.6% |
| All | +15.0% | +25.7% | -10.7% | +9.6% |
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