+145.0%
CI vs TPR
+321.0%
-176.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.3% | -2.3% | +3.6% | +1.7% |
| 30D | +4.4% | -23.0% | +27.4% | +9.3% |
| 3M | +0.7% | -12.5% | +13.1% | +2.5% |
| 6M | +0.3% | -21.4% | +21.8% | +3.9% |
| YTD | +3.8% | -3.5% | +7.3% | +3.1% |
| 1Y | -5.5% | +17.4% | -22.8% | -10.1% |
| 3Y | +8.1% | +291.3% | -283.1% | -24.4% |
| 5Y | +42.8% | +241.9% | -199.1% | -1.5% |
| All | +145.0% | +321.0% | -176.0% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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