+158.7%
CI vs RF
+279.4%
-120.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.5% |
| 7D | -1.6% | -0.9% | -0.6% | -1.3% |
| 30D | +5.4% | +6.0% | -0.6% | +3.6% |
| 3M | +7.3% | -8.9% | +16.2% | +10.3% |
| 6M | +5.3% | +2.3% | +3.0% | +4.2% |
| YTD | +8.5% | +7.6% | +0.9% | +5.5% |
| 1Y | +17.1% | +21.2% | -4.1% | +9.7% |
| 3Y | +1.4% | +108.5% | -107.1% | -23.0% |
| 5Y | +50.5% | +43.2% | +7.3% | +25.3% |
| All | +158.7% | +279.4% | -120.7% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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