+8,016.0%
CI vs RF
+1,429.2%
+6,586.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.7% |
| 7D | +1.0% | -1.6% | +2.7% | +1.5% |
| 30D | +9.9% | +5.0% | +4.9% | +8.5% |
| 3M | +12.1% | -10.0% | +22.1% | +15.1% |
| 6M | +10.6% | +3.3% | +7.3% | +9.4% |
| YTD | +11.4% | +7.9% | +3.5% | +8.8% |
| 1Y | +18.8% | +21.2% | -2.5% | +12.5% |
| 3Y | +2.9% | +105.8% | -103.0% | -17.0% |
| 5Y | +54.5% | +43.7% | +10.8% | +33.3% |
| 10Y | +175.7% | +289.4% | -113.7% | +74.6% |
| All | +8,016.0% | +1,429.2% | +6,586.8% | +2,265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling