+37.5%
CI vs S
-48.9%
+86.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.0% | -7.4% | +0.6% |
| 7D | +0.1% | +1.6% | -1.4% | +0.1% |
| 30D | +4.7% | -10.5% | +15.1% | +4.7% |
| 3M | +5.2% | +9.9% | -4.7% | +5.1% |
| 6M | +3.8% | +41.8% | -38.0% | +3.5% |
| YTD | +9.2% | +56.8% | -47.6% | +8.8% |
| 1Y | +14.3% | +39.0% | -24.8% | +13.9% |
| 3Y | +8.4% | +53.8% | -45.4% | +7.5% |
| 5Y | +50.0% | -68.6% | +118.6% | +47.2% |
| All | +37.5% | -48.9% | +86.3% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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