+6,821.8%
CI vs SM
+1,302.7%
+5,519.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.7% |
| 7D | -1.6% | -25.9% | +24.3% | +1.5% |
| 30D | +5.4% | -15.1% | +20.5% | +7.0% |
| 3M | +7.3% | +4.9% | +2.4% | +6.0% |
| 6M | +5.3% | +6.1% | -0.8% | +3.5% |
| YTD | +8.5% | +63.4% | -55.0% | +0.9% |
| 1Y | +17.1% | +72.5% | -55.4% | +8.1% |
| 3Y | +1.4% | -16.9% | +18.3% | -1.0% |
| 5Y | +50.5% | -10.6% | +61.1% | +41.0% |
| 10Y | +168.5% | +11.3% | +157.2% | +87.6% |
| All | +6,821.8% | +1,302.7% | +5,519.2% | +3,404.3% |
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 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