+146.7%
CI vs SM
+5.6%
+141.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.1% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +4.4% | +26.3% | -21.9% | +2.1% |
| 3M | +0.7% | +8.7% | -8.0% | -0.5% |
| 6M | +0.3% | +51.7% | -51.3% | -4.1% |
| YTD | +3.8% | +99.0% | -95.2% | -3.4% |
| 1Y | -5.5% | +34.6% | -40.1% | -9.2% |
| 3Y | +8.1% | -7.8% | +15.9% | +5.5% |
| 5Y | +42.8% | +104.8% | -62.0% | +25.7% |
| All | +146.7% | +5.6% | +141.1% | +75.4% |
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