+52.0%
CI vs PL
+38.8%
+13.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.6% |
| 7D | -1.3% | +13.4% | -14.7% | -1.5% |
| 30D | +6.4% | -10.2% | +16.5% | +6.5% |
| 3M | +10.7% | -39.5% | +50.2% | +11.6% |
| 6M | +5.5% | -65.7% | +71.2% | +7.2% |
| YTD | +11.4% | -27.3% | +38.7% | +10.9% |
| 1Y | +15.0% | +15.0% | 0.0% | +13.1% |
| 3Y | +9.0% | +560.8% | -551.9% | -0.1% |
| 5Y | +52.0% | +38.4% | +13.5% | +42.3% |
| All | +52.0% | +38.8% | +13.1% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling