+150.3%
CI vs SM
+4.2%
+146.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.4% |
| 7D | +2.6% | -19.5% | +22.1% | +4.4% |
| 30D | +7.3% | -20.2% | +27.5% | +9.2% |
| 3M | +9.5% | -6.5% | +16.0% | +9.7% |
| 6M | +6.4% | +1.6% | +4.9% | +5.4% |
| YTD | +12.0% | +61.2% | -49.2% | +5.8% |
| 1Y | +20.1% | +65.4% | -45.3% | +13.0% |
| 3Y | +9.6% | -13.0% | +22.6% | +7.1% |
| 5Y | +52.7% | -4.3% | +57.0% | +44.0% |
| 10Y | +150.3% | +3.0% | +147.2% | +78.8% |
| All | +150.3% | +4.2% | +146.1% | +78.8% |
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