+932.9%
CI vs SNY
+241.5%
+691.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.3% | -3.6% | +2.3% | +0.3% |
| 30D | +3.1% | -1.9% | +5.1% | +4.0% |
| 3M | -4.5% | -2.0% | -2.6% | -3.8% |
| 6M | +8.3% | +2.5% | +5.7% | +6.6% |
| YTD | +3.8% | -7.0% | +10.7% | +6.5% |
| 1Y | -5.0% | -4.4% | -0.6% | -4.1% |
| 3Y | +5.8% | -8.4% | +14.2% | +4.7% |
| 5Y | +50.6% | +9.5% | +41.1% | +33.3% |
| 10Y | +143.3% | +64.3% | +79.0% | +74.0% |
| All | +932.9% | +241.5% | +691.4% | +375.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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