+42.5%
CI vs TPR
+239.8%
-197.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.3% | -2.3% | +3.6% | +1.4% |
| 30D | +4.4% | -23.0% | +27.4% | +5.9% |
| 3M | +0.7% | -12.5% | +13.1% | +1.2% |
| 6M | +0.3% | -21.4% | +21.8% | +1.4% |
| YTD | +3.8% | -3.5% | +7.3% | +3.7% |
| 1Y | -5.5% | +17.4% | -22.8% | -6.6% |
| 3Y | +8.1% | +291.3% | -283.1% | -4.1% |
| All | +42.5% | +239.8% | -197.3% | +27.5% |
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