+6,524.1%
CI vs SM
+1,608.3%
+4,915.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.0% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +4.4% | +26.3% | -21.9% | +1.6% |
| 3M | +0.7% | +8.7% | -8.0% | -0.8% |
| 6M | +0.3% | +51.7% | -51.3% | -5.2% |
| YTD | +3.8% | +99.0% | -95.2% | -5.1% |
| 1Y | -5.5% | +34.6% | -40.1% | -10.1% |
| 3Y | +8.1% | -7.8% | +15.9% | +4.7% |
| 5Y | +42.8% | +104.8% | -62.0% | +21.7% |
| 10Y | +143.9% | +7.2% | +136.6% | +71.9% |
| All | +6,524.1% | +1,608.3% | +4,915.7% | +3,195.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling