+1.4%
CI vs S
+34.5%
-33.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.3% | -2.6% |
| 7D | -1.6% | -13.4% | +11.9% | -1.8% |
| 30D | +5.4% | -14.0% | +19.4% | +5.2% |
| 3M | +7.3% | +4.9% | +2.4% | +7.3% |
| 6M | +5.3% | +42.0% | -36.7% | +6.0% |
| YTD | +8.5% | +45.1% | -36.7% | +9.2% |
| 1Y | +17.1% | +33.1% | -16.0% | +17.7% |
| 3Y | +1.4% | +40.6% | -39.2% | +14.0% |
| All | +1.4% | +34.5% | -33.1% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling