+142.2%
CI vs SM
+4.9%
+137.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.9% |
| 7D | +0.1% | -22.3% | +22.4% | +2.2% |
| 30D | +4.7% | -21.4% | +26.0% | +6.6% |
| 3M | +5.2% | +1.4% | +3.9% | +4.6% |
| 6M | +3.8% | +0.1% | +3.7% | +2.9% |
| YTD | +9.2% | +59.0% | -49.7% | +3.3% |
| 1Y | +14.3% | +64.3% | -50.1% | +7.5% |
| 3Y | +8.4% | -13.1% | +21.6% | +6.0% |
| 5Y | +50.0% | -13.9% | +63.9% | +42.8% |
| 10Y | +142.2% | +1.7% | +140.5% | +73.1% |
| All | +142.2% | +4.9% | +137.3% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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