+1,924.1%
CI vs VRSN
+7,091.1%
-5,167.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.3% |
| 7D | +2.6% | -0.9% | +3.5% | +2.7% |
| 30D | +7.3% | +2.4% | +4.9% | +7.0% |
| 3M | +9.5% | +6.4% | +3.1% | +8.6% |
| 6M | +6.4% | +8.6% | -2.1% | +5.0% |
| YTD | +12.0% | +29.3% | -17.3% | +7.8% |
| 1Y | +20.1% | +27.2% | -7.1% | +15.8% |
| 3Y | +9.6% | +52.8% | -43.3% | +2.6% |
| 5Y | +52.7% | +36.7% | +16.0% | +44.2% |
| 10Y | +150.3% | +290.8% | -140.6% | +108.8% |
| All | +1,924.1% | +7,091.1% | -5,167.0% | +1,082.2% |
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