+156.4%
MAR vs CI
+40.1%
+116.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.0% |
| 7D | -1.7% | -2.0% | +0.3% | -1.4% |
| 30D | -6.9% | -1.8% | -5.1% | -6.6% |
| 3M | -15.8% | -4.2% | -11.6% | -15.4% |
| 6M | +1.9% | +2.7% | -0.8% | +1.0% |
| YTD | +6.6% | +1.9% | +4.7% | +5.6% |
| 1Y | +23.7% | -6.3% | +29.9% | +23.7% |
| 3Y | +64.6% | +3.9% | +60.7% | +56.4% |
| 5Y | +156.4% | +41.9% | +114.5% | +106.0% |
| All | +156.4% | +40.1% | +116.2% | +106.0% |
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 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