+17.1%
CI vs SM
+72.1%
-55.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.6% |
| 7D | -1.6% | -25.9% | +24.3% | -1.4% |
| 30D | +5.4% | -15.1% | +20.5% | +5.3% |
| 3M | +7.3% | +4.9% | +2.4% | +6.7% |
| 6M | +5.3% | +6.1% | -0.8% | +4.1% |
| YTD | +8.5% | +63.4% | -55.0% | +4.9% |
| 1Y | +17.1% | +72.5% | -55.4% | +12.3% |
| All | +17.1% | +72.1% | -55.0% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling