+47.6%
EXC vs CI
+42.7%
+4.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | +0.3% | +1.3% | -1.0% | 0.0% |
| 30D | -3.7% | +4.4% | -8.2% | -4.6% |
| 3M | -1.3% | +0.7% | -1.9% | -1.6% |
| 6M | -9.7% | +0.3% | -10.1% | -10.1% |
| YTD | +2.9% | +3.8% | -0.9% | +1.6% |
| 1Y | +4.4% | -5.5% | +9.9% | +4.5% |
| 3Y | +22.2% | +8.1% | +14.1% | +17.2% |
| All | +47.6% | +42.7% | +4.9% | +31.1% |
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