+49.3%
CI vs PH
+209.1%
-159.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.5% |
| 7D | -1.7% | +7.4% | -9.1% | -2.8% |
| 30D | +4.9% | +0.5% | +4.4% | +4.6% |
| 3M | +7.4% | -10.2% | +17.6% | +9.2% |
| 6M | +0.4% | +8.9% | -8.5% | -1.6% |
| YTD | +9.5% | +9.7% | -0.2% | +7.0% |
| 1Y | +12.0% | +12.8% | -0.9% | +8.9% |
| 3Y | +7.1% | +134.6% | -127.5% | -13.4% |
| 5Y | +49.3% | +204.5% | -155.2% | +11.0% |
| All | +49.3% | +209.1% | -159.7% | +11.0% |
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