+42.5%
CI vs RF
+89.8%
-47.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +1.3% | +1.3% | 0.0% | +1.0% |
| 30D | +4.4% | -3.6% | +8.1% | +5.2% |
| 3M | +0.7% | +8.1% | -7.4% | -1.0% |
| 6M | +0.3% | +11.5% | -11.1% | -2.0% |
| YTD | +3.8% | +15.6% | -11.8% | +0.6% |
| 1Y | -5.5% | +15.7% | -21.2% | -8.5% |
| 3Y | +8.1% | +86.9% | -78.8% | -6.6% |
| All | +42.5% | +89.8% | -47.3% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling