+268.4%
CI vs USFR
+27.5%
+240.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +4.4% | +0.3% | +4.1% | +4.4% |
| 3M | +0.7% | +1.0% | -0.3% | +0.6% |
| 6M | +0.3% | +1.9% | -1.6% | +0.2% |
| YTD | +3.8% | +2.6% | +1.2% | +3.5% |
| 1Y | -5.5% | +4.0% | -9.5% | -5.9% |
| 3Y | +8.1% | +14.1% | -6.0% | +6.6% |
| 5Y | +42.8% | +20.4% | +22.4% | +39.9% |
| 10Y | +143.9% | +28.0% | +115.9% | +137.1% |
| All | +268.4% | +27.5% | +240.9% | +251.7% |
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