+47.7%
CI vs M
-11.5%
+59.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -2.1% |
| 7D | -1.6% | -4.3% | +2.7% | -1.1% |
| 30D | +5.4% | +1.3% | +4.1% | +5.3% |
| 3M | +7.3% | -7.4% | +14.6% | +8.0% |
| 6M | +5.3% | +18.3% | -13.0% | +3.2% |
| YTD | +8.5% | +7.6% | +0.9% | +7.0% |
| 1Y | +17.1% | +17.4% | -0.3% | +14.5% |
| 3Y | +1.4% | +108.4% | -106.9% | -8.3% |
| All | +47.7% | -11.5% | +59.1% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling