+32.6%
NET vs CI
+48.8%
-16.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -5.9% | -2.6% |
| 7D | -16.4% | +3.5% | -19.9% | -16.4% |
| 30D | -25.8% | +12.6% | -38.4% | -26.0% |
| 3M | -11.5% | +12.1% | -23.6% | -11.7% |
| 6M | +18.9% | +10.6% | +8.3% | +18.4% |
| YTD | +35.2% | +12.8% | +22.4% | +34.4% |
| 1Y | +14.5% | +18.0% | -3.6% | +13.4% |
| 3Y | +313.8% | +4.2% | +309.6% | +310.8% |
| 5Y | +32.6% | +57.2% | -24.7% | +19.7% |
| All | +32.6% | +48.8% | -16.2% | +19.7% |
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