+52.7%
CI vs RF
+45.3%
+7.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.7% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | +7.3% | +6.2% | +1.2% | +6.2% |
| 3M | +9.5% | -7.8% | +17.3% | +11.1% |
| 6M | +6.4% | +5.9% | +0.5% | +5.1% |
| YTD | +12.0% | +9.0% | +3.0% | +9.9% |
| 1Y | +20.1% | +19.3% | +0.8% | +15.9% |
| 3Y | +9.6% | +116.4% | -106.9% | -7.7% |
| 5Y | +52.7% | +46.0% | +6.7% | +38.4% |
| All | +52.7% | +45.3% | +7.4% | +38.4% |
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