+47.7%
CI vs PH
+197.3%
-149.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -3.1% |
| 7D | -1.6% | +2.0% | -3.6% | -1.9% |
| 30D | +5.4% | -3.7% | +9.1% | +5.9% |
| 3M | +7.3% | -14.0% | +21.3% | +9.8% |
| 6M | +5.3% | +2.1% | +3.2% | +4.3% |
| YTD | +8.5% | +5.1% | +3.4% | +6.8% |
| 1Y | +17.1% | +10.9% | +6.2% | +14.2% |
| 3Y | +1.4% | +132.9% | -131.5% | -18.2% |
| All | +47.7% | +197.3% | -149.6% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling