+6.8%
CI vs SN
+389.7%
-382.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | +1.3% | -9.3% | +10.6% | +1.4% |
| 30D | +4.4% | -4.8% | +9.2% | +4.5% |
| 3M | +0.7% | +40.4% | -39.8% | -0.4% |
| 6M | +0.3% | +50.9% | -50.6% | -1.0% |
| YTD | +3.8% | +54.9% | -51.1% | +2.3% |
| 1Y | -5.5% | +43.0% | -48.5% | -7.2% |
| All | +6.8% | +389.7% | -382.8% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling