+2.9%
EXC vs CI
+18.7%
-15.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.7% |
| 7D | +0.1% | +2.6% | -2.5% | -0.3% |
| 30D | +9.0% | +7.3% | +1.7% | +8.1% |
| 3M | +3.3% | +9.5% | -6.2% | +2.1% |
| 6M | +5.7% | +6.4% | -0.8% | +4.7% |
| YTD | +7.3% | +12.0% | -4.7% | +5.1% |
| 1Y | +2.9% | +20.1% | -17.1% | +0.1% |
| All | +2.9% | +18.7% | -15.8% | +0.1% |
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