-4.9%
EQT vs CI
+21.2%
-26.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.4% | -6.6% | -3.4% |
| 7D | -6.6% | +3.5% | -10.1% | -6.8% |
| 30D | +2.7% | +12.6% | -9.8% | +1.6% |
| 3M | -0.2% | +12.1% | -12.2% | -1.1% |
| 6M | -10.6% | +10.6% | -21.1% | -11.6% |
| YTD | -1.2% | +12.8% | -14.0% | -2.6% |
| 1Y | -4.9% | +18.0% | -22.9% | -6.4% |
| All | -4.9% | +21.2% | -26.1% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling