+30.3%
CI vs PL
+28.1%
+2.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.4% | -13.0% | -2.8% |
| 7D | -1.6% | -6.8% | +5.3% | -1.5% |
| 30D | +5.4% | -29.3% | +34.7% | +6.0% |
| 3M | +7.3% | -44.8% | +52.0% | +8.3% |
| 6M | +5.3% | -68.4% | +73.7% | +7.1% |
| YTD | +8.5% | -36.4% | +44.8% | +8.2% |
| 1Y | +17.1% | +0.7% | +16.4% | +15.4% |
| 3Y | +1.4% | +455.3% | -453.9% | -6.8% |
| 5Y | +50.5% | +22.7% | +27.8% | +36.1% |
| All | +30.3% | +28.1% | +2.3% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling