+958.4%
CI vs VWO
+326.6%
+631.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -2.0% | +0.9% | -2.9% | -2.5% |
| 30D | -1.8% | +1.3% | -3.1% | -2.5% |
| 3M | -4.2% | +5.1% | -9.3% | -7.3% |
| 6M | +2.7% | +12.5% | -9.8% | -5.0% |
| YTD | +1.9% | +14.0% | -12.1% | -6.6% |
| 1Y | -6.3% | +19.7% | -26.0% | -16.6% |
| 3Y | +3.9% | +66.8% | -62.9% | -25.3% |
| 5Y | +41.9% | +36.2% | +5.7% | +12.9% |
| 10Y | +140.4% | +111.0% | +29.4% | +45.4% |
| All | +958.4% | +326.6% | +631.8% | +287.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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