+2,498.9%
MAR vs CI
+1,430.0%
+1,069.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | -4.2% | +1.3% | -5.5% | -4.6% |
| 30D | -6.7% | +4.4% | -11.1% | -8.0% |
| 3M | -12.5% | +0.7% | -13.1% | -13.0% |
| 6M | +0.6% | +0.3% | +0.2% | -0.3% |
| YTD | +9.1% | +3.8% | +5.3% | +6.8% |
| 1Y | +26.2% | -5.5% | +31.7% | +26.1% |
| 3Y | +68.2% | +8.1% | +60.0% | +56.0% |
| 5Y | +163.9% | +42.8% | +121.1% | +120.0% |
| 10Y | +420.6% | +143.9% | +276.7% | +256.4% |
| All | +2,498.9% | +1,430.0% | +1,069.0% | +748.2% |
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