+8.9%
O vs CI
-8.0%
+16.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | -0.2% |
| 7D | -0.6% | -2.0% | +1.5% | -0.3% |
| 30D | -2.0% | -1.8% | -0.1% | -1.8% |
| 3M | +3.0% | -4.2% | +7.2% | +3.3% |
| 6M | -3.6% | +2.7% | -6.3% | -4.0% |
| YTD | +12.1% | +1.9% | +10.1% | +11.6% |
| 1Y | +8.9% | -6.3% | +15.1% | +9.0% |
| All | +8.9% | -8.0% | +16.9% | +9.0% |
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