+7,140.3%
CI vs M
+396.5%
+6,743.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.8% |
| 7D | +1.3% | +4.7% | -3.4% | +0.3% |
| 30D | +4.4% | -9.6% | +14.1% | +6.6% |
| 3M | +0.7% | +0.9% | -0.2% | -0.1% |
| 6M | +0.3% | +22.3% | -21.9% | -4.6% |
| YTD | +3.8% | +6.5% | -2.7% | +1.2% |
| 1Y | -5.5% | +38.8% | -44.3% | -13.3% |
| 3Y | +8.1% | +115.9% | -107.8% | -14.8% |
| 5Y | +42.8% | +28.6% | +14.2% | +16.1% |
| 10Y | +143.9% | -2.5% | +146.4% | +75.7% |
| All | +7,140.3% | +396.5% | +6,743.7% | +2,977.8% |
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 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