+285.0%
CI vs USFR
+28.5%
+256.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +5.4% | +0.4% | +5.0% | +5.4% |
| 3M | +7.3% | +1.1% | +6.2% | +7.1% |
| 6M | +5.3% | +2.1% | +3.3% | +5.1% |
| YTD | +8.5% | +3.4% | +5.1% | +8.1% |
| 1Y | +17.1% | +4.1% | +13.0% | +16.6% |
| 3Y | +1.4% | +14.4% | -13.0% | 0.0% |
| 5Y | +50.5% | +21.3% | +29.1% | +47.3% |
| 10Y | +168.5% | +28.5% | +140.1% | +161.1% |
| All | +285.0% | +28.5% | +256.4% | +267.2% |
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