+53.9%
F vs CI
+42.7%
+11.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | +5.3% | +1.3% | +4.0% | +5.0% |
| 30D | +4.6% | +4.4% | +0.1% | +3.5% |
| 3M | -3.7% | +0.7% | -4.3% | -4.1% |
| 6M | +16.8% | +0.3% | +16.5% | +16.2% |
| YTD | +15.3% | +3.8% | +11.5% | +13.6% |
| 1Y | +31.0% | -5.5% | +36.5% | +31.2% |
| 3Y | +45.4% | +8.1% | +37.3% | +36.6% |
| All | +53.9% | +42.7% | +11.2% | +23.9% |
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