+20.1%
CI vs SM
+64.7%
-44.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.5% |
| 7D | +2.6% | -19.5% | +22.1% | +2.6% |
| 30D | +7.3% | -20.2% | +27.5% | +7.3% |
| 3M | +9.5% | -6.5% | +16.0% | +9.3% |
| 6M | +6.4% | +1.6% | +4.9% | +5.3% |
| YTD | +12.0% | +61.2% | -49.2% | +8.7% |
| 1Y | +20.1% | +65.4% | -45.3% | +15.7% |
| All | +20.1% | +64.7% | -44.7% | +15.7% |
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