+11.3%
O vs CI
+21.2%
-9.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.4% | +2.4% |
| 7D | +5.8% | +3.5% | +2.3% | +5.2% |
| 30D | +10.7% | +12.6% | -1.9% | +8.7% |
| 3M | -4.5% | +12.1% | -16.6% | -6.1% |
| 6M | -4.1% | +10.6% | -14.7% | -5.7% |
| YTD | +9.8% | +12.8% | -3.0% | +7.3% |
| 1Y | +11.3% | +18.0% | -6.7% | +7.6% |
| All | +11.3% | +21.2% | -9.9% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling