+18.9%
NET vs CI
+9.1%
+9.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -5.9% | -0.9% |
| 7D | -16.4% | +3.5% | -19.9% | -14.9% |
| 30D | -25.8% | +12.6% | -38.4% | -21.8% |
| 3M | -11.5% | +12.1% | -23.6% | -6.1% |
| 6M | +18.9% | +10.6% | +8.3% | +28.9% |
| All | +18.9% | +9.1% | +9.8% | +28.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling