+8.8%
CI vs SN
+639.7%
-631.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | +1.0% | +3.8% | -2.8% | +0.9% |
| 30D | +9.9% | +17.5% | -7.7% | +9.4% |
| 3M | +12.1% | +19.2% | -7.2% | +11.4% |
| 6M | +10.6% | +84.9% | -74.3% | +8.4% |
| YTD | +11.4% | +94.0% | -82.6% | +8.7% |
| 1Y | +18.8% | +151.3% | -132.6% | +14.7% |
| 3Y | +2.9% | +387.1% | -384.2% | -7.8% |
| All | +8.8% | +639.7% | -631.0% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling