+3,116.5%
MAR vs CI
+1,498.7%
+1,617.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.6% |
| 7D | +4.3% | -1.6% | +5.9% | +4.8% |
| 30D | +16.8% | +5.4% | +11.4% | +14.8% |
| 3M | +16.0% | +7.3% | +8.8% | +13.3% |
| 6M | +16.5% | +5.3% | +11.2% | +13.8% |
| YTD | +35.0% | +8.5% | +26.6% | +30.2% |
| 1Y | +49.4% | +17.1% | +32.3% | +40.6% |
| 3Y | +124.1% | +1.4% | +122.7% | +112.6% |
| 5Y | +159.2% | +50.5% | +108.7% | +112.4% |
| 10Y | +553.9% | +168.5% | +385.4% | +334.8% |
| All | +3,116.5% | +1,498.7% | +1,617.8% | +933.9% |
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 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