+4.1%
CI vs WM
+50.2%
-46.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.7% |
| 7D | +1.0% | +4.5% | -3.5% | -0.5% |
| 30D | +9.9% | +16.1% | -6.2% | +4.7% |
| 3M | +12.1% | +8.0% | +4.0% | +9.1% |
| 6M | +10.6% | +8.4% | +2.2% | +7.3% |
| YTD | +11.4% | +11.2% | +0.2% | +7.3% |
| 1Y | +18.8% | +22.3% | -3.5% | +11.6% |
| All | +4.1% | +50.2% | -46.1% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 3y: compounded portfolio wealth divided by compounded WM 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…
3y analysis · Full analysis span regression · 6 months rolling