+32.6%
CI vs VSXY
+37.4%
-4.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.4% |
| 7D | +1.3% | -14.0% | +15.3% | +1.8% |
| 30D | +4.4% | -15.9% | +20.4% | +5.0% |
| 3M | +0.7% | +3.4% | -2.7% | +0.4% |
| 6M | +0.3% | +25.9% | -25.6% | -1.1% |
| YTD | +3.8% | +39.5% | -35.7% | +1.7% |
| 1Y | -5.5% | +194.4% | -199.8% | -10.2% |
| 3Y | +8.1% | +281.4% | -273.3% | -1.3% |
| 5Y | +42.8% | +12.8% | +30.0% | +40.0% |
| All | +32.6% | +37.4% | -4.8% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling