+165.7%
CI vs SW
+185.4%
-19.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | +1.0% | +4.7% | -3.6% | +0.7% |
| 30D | +9.9% | +5.0% | +4.9% | +9.5% |
| 3M | +12.1% | -7.3% | +19.4% | +12.5% |
| 6M | +10.6% | +15.0% | -4.4% | +9.3% |
| YTD | +11.4% | +18.5% | -7.1% | +9.6% |
| 1Y | +18.8% | +27.1% | -8.4% | +16.3% |
| 3Y | +2.9% | +49.3% | -46.5% | -1.1% |
| 5Y | +54.5% | -1.6% | +56.2% | +50.7% |
| All | +165.7% | +185.4% | -19.7% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling