+10.7%
O vs CI
+49.9%
-39.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.3% |
| 7D | +3.7% | -1.6% | +5.3% | +4.0% |
| 30D | +11.2% | +5.4% | +5.8% | +10.2% |
| 3M | -4.0% | +7.3% | -11.2% | -5.1% |
| 6M | -5.2% | +5.3% | -10.5% | -6.3% |
| YTD | +9.5% | +8.5% | +1.0% | +7.5% |
| 1Y | +10.6% | +17.1% | -6.5% | +7.2% |
| 3Y | +38.1% | +1.4% | +36.7% | +35.7% |
| All | +10.7% | +49.9% | -39.2% | -1.8% |
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