+145.4%
CI vs P
+449.6%
-304.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -16.4% | +15.1% | 0.0% |
| 7D | +1.0% | -31.9% | +32.9% | +3.8% |
| 30D | +9.9% | -36.5% | +46.4% | +13.3% |
| 3M | +12.1% | +11.6% | +0.5% | +9.8% |
| 6M | +10.6% | +25.2% | -14.6% | +6.4% |
| YTD | +11.4% | +39.4% | -28.0% | +5.6% |
| 1Y | +18.8% | -3.7% | +22.5% | +15.9% |
| 3Y | +2.9% | +167.3% | -164.4% | -15.3% |
| 5Y | +54.5% | +237.3% | -182.8% | +19.5% |
| 10Y | +175.7% | +698.6% | -522.9% | +81.9% |
| All | +145.4% | +449.6% | -304.2% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling