+18.0%
CI vs VSXY
+210.1%
-192.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.4% | -5.0% | +3.3% |
| 7D | +3.5% | +14.2% | -10.7% | +3.5% |
| 30D | +12.6% | +21.9% | -9.3% | +12.5% |
| 3M | +12.1% | +22.1% | -10.1% | +12.1% |
| 6M | +10.6% | +116.7% | -106.1% | +9.7% |
| YTD | +12.8% | +101.1% | -88.3% | +11.9% |
| 1Y | +18.0% | +208.0% | -190.0% | +17.4% |
| All | +18.0% | +210.1% | -192.1% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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