+49.3%
CI vs SM
+5.1%
+44.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.2% | -6.9% | -2.1% |
| 7D | -1.7% | +10.6% | -12.3% | -2.5% |
| 30D | +4.9% | -15.0% | +19.8% | +5.9% |
| 3M | +7.4% | +1.7% | +5.7% | +6.8% |
| 6M | +0.4% | +5.9% | -5.5% | -0.9% |
| YTD | +9.5% | +79.0% | -69.5% | +2.7% |
| 1Y | +12.0% | +84.7% | -72.7% | +4.6% |
| 3Y | +7.1% | -3.5% | +10.6% | +4.1% |
| 5Y | +49.3% | +4.9% | +44.4% | +38.9% |
| All | +49.3% | +5.1% | +44.3% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling