+42.7%
CI vs TNA
-22.1%
+64.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +5.0% | +1.2% |
| 7D | -1.1% | -3.6% | +2.5% | -0.8% |
| 30D | +0.5% | -10.1% | +10.5% | +1.4% |
| 3M | -5.2% | +2.7% | -7.9% | -5.7% |
| 6M | +4.3% | +38.4% | -34.1% | +0.2% |
| YTD | +2.8% | +45.4% | -42.6% | -2.0% |
| 1Y | -5.8% | +55.9% | -61.8% | -11.2% |
| 3Y | +4.7% | +109.8% | -105.1% | -8.8% |
| 5Y | +42.7% | -22.5% | +65.2% | +35.1% |
| All | +42.7% | -22.1% | +64.8% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 5y: compounded portfolio wealth divided by compounded TNA 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…
5y analysis · Full analysis span regression · 6 months rolling