+5.5%
CI vs SW
+42.5%
-37.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.1% | -0.7% | +3.1% |
| 7D | +3.5% | +12.1% | -8.5% | +2.6% |
| 30D | +12.6% | +6.6% | +6.0% | +12.0% |
| 3M | +12.1% | -6.0% | +18.1% | +12.5% |
| 6M | +10.6% | +21.5% | -10.9% | +8.4% |
| YTD | +12.8% | +20.3% | -7.5% | +10.5% |
| 1Y | +18.0% | +28.1% | -10.1% | +14.9% |
| All | +5.5% | +42.5% | -37.0% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling