+52.0%
CI vs PAAS
+58.4%
-6.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -1.3% | -5.2% | +3.9% | -1.2% |
| 30D | +6.4% | -13.9% | +20.3% | +6.7% |
| 3M | +10.7% | -23.8% | +34.5% | +11.3% |
| 6M | +5.5% | -36.4% | +41.9% | +6.6% |
| YTD | +11.4% | -23.4% | +34.7% | +11.7% |
| 1Y | +15.0% | +5.6% | +9.4% | +14.3% |
| 3Y | +9.0% | +209.7% | -200.7% | +0.3% |
| 5Y | +52.0% | +55.6% | -3.6% | +48.9% |
| All | +52.0% | +58.4% | -6.5% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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