+7,669.0%
CI vs M
+425.5%
+7,243.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.9% | +4.6% | -0.1% |
| 7D | +1.0% | -2.1% | +3.2% | +1.4% |
| 30D | +9.9% | +7.7% | +2.2% | +8.1% |
| 3M | +12.1% | -4.4% | +16.4% | +12.8% |
| 6M | +10.6% | +27.5% | -16.9% | +4.1% |
| YTD | +11.4% | +12.8% | -1.4% | +7.1% |
| 1Y | +18.8% | +20.7% | -2.0% | +12.3% |
| 3Y | +2.9% | +111.3% | -108.4% | -18.5% |
| 5Y | +54.5% | -6.3% | +60.8% | +36.4% |
| 10Y | +175.7% | +1.5% | +174.3% | +97.1% |
| All | +7,669.0% | +425.5% | +7,243.5% | +3,156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling