+39.5%
EXC vs CI
+48.8%
-9.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.4% |
| 7D | -1.9% | -1.7% | -0.2% | -1.6% |
| 30D | +7.8% | +4.9% | +2.9% | +6.7% |
| 3M | +1.9% | +7.4% | -5.5% | +0.4% |
| 6M | +3.4% | +0.4% | +3.0% | +3.0% |
| YTD | +7.6% | +9.5% | -1.9% | +5.0% |
| 1Y | +2.1% | +12.0% | -9.9% | -0.8% |
| 3Y | +29.6% | +7.1% | +22.5% | +24.9% |
| 5Y | +39.5% | +49.3% | -9.8% | +22.5% |
| All | +39.5% | +48.8% | -9.3% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling