+12.0%
CI vs MTB
+21.0%
-9.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +4.9% | +0.8% | +4.0% | +4.6% |
| 3M | +7.4% | -12.8% | +20.2% | +11.4% |
| 6M | +0.4% | +6.7% | -6.3% | -2.3% |
| YTD | +9.5% | +11.3% | -1.9% | +4.4% |
| 1Y | +12.0% | +20.2% | -8.2% | +4.4% |
| All | +12.0% | +21.0% | -9.1% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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