+37.8%
CI vs S
-51.5%
+89.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.3% | +4.5% | -1.7% |
| 7D | -1.7% | +4.1% | -5.8% | -1.7% |
| 30D | +4.9% | -7.2% | +12.0% | +4.9% |
| 3M | +7.4% | 0.0% | +7.4% | +7.3% |
| 6M | +0.4% | +41.6% | -41.2% | +0.1% |
| YTD | +9.5% | +48.6% | -39.1% | +9.0% |
| 1Y | +12.0% | +30.0% | -18.1% | +11.6% |
| 3Y | +7.1% | +42.2% | -35.1% | +6.2% |
| 5Y | +49.3% | -70.8% | +120.1% | +46.4% |
| All | +37.8% | -51.5% | +89.3% | +42.8% |
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