+51.2%
CI vs P
+279.3%
-228.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.2% |
| 7D | +1.2% | +11.6% | -10.5% | +1.3% |
| 30D | +2.6% | -23.7% | +26.2% | +2.4% |
| 3M | +7.4% | -8.0% | +15.4% | +7.4% |
| 6M | -0.1% | +27.9% | -28.0% | 0.0% |
| YTD | +9.7% | +61.2% | -51.4% | +9.5% |
| 1Y | +12.1% | +28.6% | -16.5% | +12.0% |
| 3Y | +7.0% | +200.5% | -193.4% | +1.8% |
| All | +51.2% | +279.3% | -228.1% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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