+1.4%
CI vs MTB
+95.2%
-93.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.5% |
| 7D | -1.6% | -1.3% | -0.2% | -1.4% |
| 30D | +5.4% | +0.5% | +4.9% | +5.4% |
| 3M | +7.3% | -12.4% | +19.6% | +9.1% |
| 6M | +5.3% | +1.5% | +3.8% | +5.1% |
| YTD | +8.5% | +10.3% | -1.8% | +7.3% |
| 1Y | +17.1% | +22.2% | -5.1% | +14.7% |
| 3Y | +1.4% | +96.9% | -95.5% | -2.8% |
| All | +1.4% | +95.2% | -93.8% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling