+3.9%
CI vs PL
+518.4%
-514.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.8% |
| 7D | -2.0% | -7.5% | +5.5% | -1.9% |
| 30D | -1.8% | -25.6% | +23.8% | -1.5% |
| 3M | -4.2% | -45.6% | +41.4% | -3.6% |
| 6M | +2.7% | -29.5% | +32.3% | +2.6% |
| YTD | +1.9% | -9.7% | +11.6% | +1.3% |
| 1Y | -6.3% | +84.4% | -90.6% | -7.9% |
| 3Y | +3.9% | +550.0% | -546.1% | -3.5% |
| All | +3.9% | +518.4% | -514.5% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling