+1,776.0%
CI vs VRSN
+6,651.0%
-4,875.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +1.3% | +0.1% | +1.3% | +1.3% |
| 30D | +4.4% | -0.2% | +4.6% | +4.5% |
| 3M | +0.7% | -0.3% | +0.9% | +0.5% |
| 6M | +0.3% | +23.0% | -22.6% | -2.6% |
| YTD | +3.8% | +21.3% | -17.5% | +0.8% |
| 1Y | -5.5% | +6.7% | -12.2% | -6.8% |
| 3Y | +8.1% | +45.0% | -36.8% | +2.0% |
| 5Y | +42.8% | +35.0% | +7.8% | +35.0% |
| 10Y | +143.9% | +276.3% | -132.5% | +104.6% |
| All | +1,776.0% | +6,651.0% | -4,875.0% | +1,005.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling