-6.8%
CI vs PH
+26.9%
-33.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -2.6% | +0.4% | -3.0% | -2.6% |
| 30D | -2.4% | -10.8% | +8.5% | -0.3% |
| 3M | -4.8% | +8.5% | -13.2% | -6.6% |
| 6M | +2.1% | +3.9% | -1.8% | +0.4% |
| YTD | +1.4% | +9.4% | -8.1% | -1.0% |
| 1Y | -6.8% | +26.8% | -33.6% | -10.1% |
| All | -6.8% | +26.9% | -33.6% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling