-4.5%
CI vs SM
+41.6%
-46.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.3% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +4.4% | +26.3% | -21.9% | +3.9% |
| 3M | +0.7% | +8.7% | -8.0% | -0.1% |
| 6M | +0.3% | +51.7% | -51.3% | -1.5% |
| YTD | +3.8% | +99.0% | -95.2% | +1.0% |
| All | -4.5% | +41.6% | -46.1% | -4.4% |
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 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