+11.2%
CI vs XE
-63.6%
+74.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +2.5% |
| 7D | +2.6% | -0.1% | +2.7% | +2.8% |
| 30D | +7.3% | -20.0% | +27.3% | +7.2% |
| 3M | +9.5% | -46.9% | +56.3% | +8.7% |
| 6M | +6.4% | -63.7% | +70.1% | +6.3% |
| All | +11.2% | -63.6% | +74.8% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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