+615.0%
F vs CI
+7,591.2%
-6,976.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.9% |
| 7D | +5.3% | +1.3% | +4.0% | +4.9% |
| 30D | +4.6% | +4.4% | +0.1% | +3.1% |
| 3M | -3.7% | +0.7% | -4.3% | -4.2% |
| 6M | +16.8% | +0.3% | +16.5% | +16.0% |
| YTD | +15.3% | +3.8% | +11.5% | +13.0% |
| 1Y | +31.0% | -5.5% | +36.5% | +30.9% |
| 3Y | +45.4% | +8.1% | +37.3% | +35.8% |
| 5Y | +54.7% | +42.8% | +11.9% | +30.5% |
| 10Y | +98.2% | +143.9% | -45.7% | +36.6% |
| All | +615.0% | +7,591.2% | -6,976.2% | +51.2% |
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