-11.4%
F vs CI
+54.1%
-65.6%
-56.5%
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 | +1.4% | +1.0% | +0.3% | +1.1% |
| 30D | +2.0% | +9.9% | -7.8% | -0.1% |
| 3M | -10.4% | +12.1% | -22.4% | -12.7% |
| 6M | +9.7% | +10.6% | -0.9% | +6.8% |
| YTD | -1.2% | +11.4% | -12.6% | -4.2% |
| 1Y | 0.0% | +18.8% | -18.7% | -4.5% |
| 3Y | +41.1% | +2.9% | +38.2% | +37.1% |
| 5Y | -11.4% | +54.5% | -65.9% | -29.9% |
| All | -11.4% | +54.1% | -65.6% | -29.9% |
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