+2,451.3%
EXC vs CI
+7,937.0%
-5,485.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.1% |
| 6M | +3.3% | +5.3% | -2.0% | +1.9% |
| YTD | +7.6% | +8.5% | -0.9% | +5.2% |
| 1Y | +3.5% | +17.1% | -13.6% | -0.4% |
| 3Y | +27.7% | +1.4% | +26.2% | +24.3% |
| 5Y | +41.1% | +50.5% | -9.3% | +25.7% |
| 10Y | +178.2% | +168.5% | +9.7% | +117.1% |
| All | +2,451.3% | +7,937.0% | -5,485.7% | +855.2% |
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