-1.6%
F vs CI
+15.8%
-17.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.5% |
| 7D | -0.6% | +0.1% | -0.8% | -0.7% |
| 30D | +2.9% | +4.7% | -1.8% | +2.1% |
| 3M | -9.5% | +5.2% | -14.7% | -10.3% |
| 6M | +4.0% | +3.8% | +0.2% | +3.3% |
| YTD | -1.3% | +9.2% | -10.5% | -3.4% |
| All | -1.6% | +15.8% | -17.3% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling