+10.6%
CI vs PL
-65.8%
+76.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.4% | +9.7% | +3.1% |
| 7D | +3.5% | -11.7% | +15.3% | +3.0% |
| 30D | +12.6% | -27.1% | +39.7% | +11.6% |
| 3M | +12.1% | -44.6% | +56.7% | +10.5% |
| 6M | +10.6% | -67.2% | +77.7% | +6.5% |
| All | +10.6% | -65.8% | +76.4% | +6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling