+287.6%
CI vs USFR
+28.5%
+259.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | +4.7% | +0.4% | +4.3% | +4.6% |
| 3M | +5.2% | +1.1% | +4.2% | +5.1% |
| 6M | +3.8% | +2.0% | +1.8% | +3.6% |
| YTD | +9.2% | +3.4% | +5.8% | +8.9% |
| 1Y | +14.3% | +4.1% | +10.2% | +13.8% |
| 3Y | +8.4% | +14.3% | -5.9% | +7.0% |
| 5Y | +50.0% | +21.3% | +28.7% | +46.8% |
| 10Y | +142.2% | +28.5% | +113.7% | +135.5% |
| All | +287.6% | +28.5% | +259.1% | +269.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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