+8,015.2%
CI vs WY
+607.0%
+7,408.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.3% | -5.1% | +3.8% | +0.3% |
| 30D | +6.4% | +9.0% | -2.6% | +3.4% |
| 3M | +10.7% | -16.7% | +27.4% | +17.1% |
| 6M | +5.5% | -10.3% | +15.7% | +8.4% |
| YTD | +11.4% | -10.5% | +21.9% | +14.0% |
| 1Y | +15.0% | -5.9% | +20.9% | +15.7% |
| 3Y | +9.0% | -24.7% | +33.7% | +15.6% |
| 5Y | +52.0% | -31.5% | +83.5% | +63.2% |
| 10Y | +150.9% | +4.7% | +146.2% | +120.5% |
| All | +8,015.2% | +607.0% | +7,408.2% | +3,326.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling