+41.5%
CI vs WY
-20.1%
+61.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.5% |
| 7D | -2.0% | -2.1% | 0.0% | -1.6% |
| 30D | -1.8% | -10.5% | +8.7% | +0.5% |
| 3M | -4.2% | -4.9% | +0.6% | -3.5% |
| 6M | +2.7% | -4.9% | +7.6% | +3.4% |
| YTD | +1.9% | -1.7% | +3.6% | +1.6% |
| 1Y | -6.3% | -9.4% | +3.1% | -4.8% |
| 3Y | +3.9% | -22.3% | +26.2% | +7.8% |
| All | +41.5% | -20.1% | +61.5% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling