-5.8%
CI vs VRSN
+2.9%
-8.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.7% |
| 7D | -1.1% | -1.0% | -0.1% | -1.0% |
| 30D | +0.5% | -1.9% | +2.4% | +0.6% |
| 3M | -5.2% | +1.4% | -6.6% | -5.3% |
| 6M | +4.3% | +19.0% | -14.7% | +3.1% |
| YTD | +2.8% | +19.2% | -16.4% | +1.7% |
| 1Y | -5.8% | +1.7% | -7.5% | -3.1% |
| All | -5.8% | +2.9% | -8.7% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 1y: compounded portfolio wealth divided by compounded VRSN 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…
1y analysis · Full analysis span regression · 6 months rolling