+128.8%
CI vs PR
+169.5%
-40.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | +1.3% | +2.9% | -1.6% | +1.1% |
| 30D | +4.4% | +18.0% | -13.6% | +3.3% |
| 3M | +0.7% | +16.9% | -16.2% | -0.4% |
| 6M | +0.3% | +28.2% | -27.9% | -1.4% |
| YTD | +3.8% | +69.3% | -65.5% | +0.1% |
| 1Y | -5.5% | +69.5% | -75.0% | -9.0% |
| 3Y | +8.1% | +81.7% | -73.6% | +2.7% |
| 5Y | +42.8% | +422.2% | -379.4% | +25.0% |
| 10Y | +143.9% | +110.4% | +33.5% | +127.8% |
| All | +128.8% | +169.5% | -40.7% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 all: compounded portfolio wealth divided by compounded PR 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…
all analysis · Full analysis span regression · 6 months rolling