+33.8%
CI vs PL
+16.0%
+17.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -10.1% | +8.8% | -1.1% |
| 7D | +1.0% | -20.5% | +21.6% | +1.4% |
| 30D | +9.9% | -38.8% | +48.7% | +10.7% |
| 3M | +12.1% | -49.1% | +61.2% | +13.3% |
| 6M | +10.6% | -69.4% | +80.0% | +12.5% |
| YTD | +11.4% | -42.3% | +53.7% | +11.3% |
| 1Y | +18.8% | -14.2% | +33.0% | +17.4% |
| 3Y | +2.9% | +398.7% | -395.8% | -5.3% |
| 5Y | +54.5% | +11.1% | +43.4% | +40.0% |
| All | +33.8% | +16.0% | +17.8% | +19.1% |
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