+35,474.8%
LOW vs CI
+7,591.2%
+27,883.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.6% |
| 7D | -1.7% | +1.3% | -3.0% | -2.1% |
| 30D | -7.0% | +4.4% | -11.5% | -8.3% |
| 3M | -0.9% | +0.7% | -1.5% | -1.4% |
| 6M | -20.1% | +0.3% | -20.4% | -20.6% |
| YTD | -13.9% | +3.8% | -17.7% | -15.5% |
| 1Y | -21.1% | -5.5% | -15.6% | -21.2% |
| 3Y | -6.6% | +8.1% | -14.7% | -12.4% |
| 5Y | +9.4% | +42.8% | -33.5% | -7.0% |
| 10Y | +220.5% | +143.9% | +76.6% | +126.8% |
| All | +35,474.8% | +7,591.2% | +27,883.6% | +7,077.0% |
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