+47.7%
CI vs P
+247.4%
-199.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.2% | -2.6% |
| 7D | -1.6% | -23.8% | +22.3% | -1.8% |
| 30D | +5.4% | -36.6% | +42.0% | +5.1% |
| 3M | +7.3% | +10.9% | -3.6% | +7.1% |
| 6M | +5.3% | +30.0% | -24.7% | +5.1% |
| YTD | +8.5% | +44.4% | -35.9% | +8.1% |
| 1Y | +17.1% | +3.9% | +13.2% | +16.9% |
| 3Y | +1.4% | +176.6% | -175.2% | -3.8% |
| All | +47.7% | +247.4% | -199.7% | +35.1% |
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