+4,481.6%
CI vs PAAS
+1,235.6%
+3,246.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.2% |
| 7D | +1.3% | -2.9% | +4.2% | +1.4% |
| 30D | +4.4% | +6.8% | -2.4% | +4.0% |
| 3M | +0.7% | -2.9% | +3.5% | +0.6% |
| 6M | +0.3% | -16.4% | +16.8% | +0.8% |
| YTD | +3.8% | 0.0% | +3.8% | +3.2% |
| 1Y | -5.5% | +54.3% | -59.8% | -8.3% |
| 3Y | +8.1% | +230.7% | -222.6% | -0.3% |
| 5Y | +42.8% | +111.6% | -68.8% | +33.6% |
| 10Y | +143.9% | +211.7% | -67.8% | +116.7% |
| All | +4,481.6% | +1,235.6% | +3,246.0% | +3,640.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling