+2,502.2%
EXC vs CI
+8,153.0%
-5,650.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | +1.4% | +1.0% | +0.3% | +1.1% |
| 30D | +11.6% | +9.9% | +1.8% | +9.5% |
| 3M | +2.7% | +12.1% | -9.4% | +0.2% |
| 6M | +2.7% | +10.6% | -7.9% | +0.3% |
| YTD | +9.7% | +11.4% | -1.7% | +6.7% |
| 1Y | +4.5% | +18.8% | -14.2% | +0.3% |
| 3Y | +28.5% | +2.9% | +25.6% | +24.7% |
| 5Y | +43.9% | +54.5% | -10.6% | +27.6% |
| 10Y | +183.7% | +175.7% | +8.0% | +120.2% |
| All | +2,502.2% | +8,153.0% | -5,650.8% | +869.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling