+54.5%
CI vs TPR
+255.9%
-201.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.1% | -8.4% | -1.7% |
| 7D | +1.0% | +13.9% | -12.8% | +0.3% |
| 30D | +9.9% | +14.9% | -5.0% | +9.0% |
| 3M | +12.1% | -15.4% | +27.5% | +12.8% |
| 6M | +10.6% | -4.5% | +15.1% | +10.5% |
| YTD | +11.4% | +6.0% | +5.4% | +10.6% |
| 1Y | +18.8% | +24.3% | -5.5% | +17.0% |
| 3Y | +2.9% | +412.8% | -410.0% | -9.7% |
| 5Y | +54.5% | +258.4% | -203.9% | +40.2% |
| All | +54.5% | +255.9% | -201.4% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling