+42.5%
CI vs MTB
+101.8%
-59.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +1.3% | +1.7% | -0.4% | +0.9% |
| 30D | +4.4% | -4.2% | +8.6% | +5.4% |
| 3M | +0.7% | +8.9% | -8.2% | -1.2% |
| 6M | +0.3% | +10.9% | -10.5% | -2.0% |
| YTD | +3.8% | +21.5% | -17.7% | -0.5% |
| 1Y | -5.5% | +21.9% | -27.4% | -9.6% |
| 3Y | +8.1% | +109.2% | -101.1% | -10.8% |
| All | +42.5% | +101.8% | -59.3% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling