+5.3%
CI vs S
+39.0%
-33.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +5.4% |
| 3M | +7.3% | +4.9% | +2.4% | +7.1% |
| 6M | +5.3% | +42.0% | -36.7% | +6.0% |
| All | +5.3% | +39.0% | -33.7% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling