+43.8%
EXC vs CI
+49.9%
-6.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.7% | -1.4% |
| 7D | -1.2% | -1.6% | +0.4% | -0.9% |
| 30D | +10.0% | +5.4% | +4.5% | +8.8% |
| 3M | +1.6% | +7.3% | -5.6% | +0.2% |
| 6M | +3.3% | +5.3% | -2.0% | +2.0% |
| YTD | +7.6% | +8.5% | -0.9% | +5.2% |
| 1Y | +3.5% | +17.1% | -13.6% | -0.5% |
| 3Y | +27.7% | +1.4% | +26.2% | +25.0% |
| All | +43.8% | +49.9% | -6.0% | +27.1% |
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 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