+685.7%
CI vs SW
+755.0%
-69.3%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | +1.3% | -5.1% | +6.4% | +1.5% |
| 30D | +4.4% | -4.6% | +9.0% | +4.6% |
| 3M | +0.7% | +9.4% | -8.7% | +0.2% |
| 6M | +0.3% | +3.5% | -3.2% | 0.0% |
| YTD | +3.8% | +22.0% | -18.2% | +2.8% |
| 1Y | -5.5% | +2.2% | -7.7% | -5.9% |
| 3Y | +8.1% | +19.6% | -11.5% | +6.7% |
| 5Y | +42.8% | -2.3% | +45.1% | +40.7% |
| 10Y | +143.9% | +181.4% | -37.5% | +130.6% |
| All | +685.7% | +755.0% | -69.3% | +630.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling