+3.2%
EXC vs CI
+18.5%
-15.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | -1.4% | -1.3% | -0.1% | -1.2% |
| 30D | +8.3% | +6.4% | +1.9% | +7.5% |
| 3M | +2.6% | +10.7% | -8.1% | +1.4% |
| 6M | +5.2% | +5.5% | -0.3% | +4.3% |
| YTD | +7.5% | +11.4% | -3.8% | +5.3% |
| 1Y | +3.2% | +15.0% | -11.9% | +0.7% |
| All | +3.2% | +18.5% | -15.3% | +0.7% |
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