+327.1%
NET vs CI
+7.7%
+319.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -2.1% |
| 7D | -7.0% | +1.3% | -8.3% | -6.8% |
| 30D | -4.8% | +4.4% | -9.2% | -4.3% |
| 3M | +3.8% | +0.7% | +3.2% | +4.1% |
| 6M | +50.0% | +0.3% | +49.7% | +50.2% |
| YTD | +41.5% | +3.8% | +37.7% | +42.4% |
| 1Y | +32.8% | -5.5% | +38.3% | +33.6% |
| All | +327.1% | +7.7% | +319.4% | +294.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling