+7,803.6%
CI vs PH
+24,008.7%
-16,205.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -3.6% |
| 7D | -1.6% | +2.0% | -3.6% | -2.4% |
| 30D | +5.4% | -3.7% | +9.1% | +6.3% |
| 3M | +7.3% | -14.0% | +21.3% | +12.2% |
| 6M | +5.3% | +2.1% | +3.2% | +3.5% |
| YTD | +8.5% | +5.1% | +3.4% | +5.2% |
| 1Y | +17.1% | +10.9% | +6.2% | +11.5% |
| 3Y | +1.4% | +132.9% | -131.5% | -28.0% |
| 5Y | +50.5% | +200.1% | -149.6% | -4.9% |
| 10Y | +168.5% | +783.8% | -615.3% | +12.3% |
| All | +7,803.6% | +24,008.7% | -16,205.2% | +1,259.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling