+5,283.0%
O vs CI
+5,636.0%
-353.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | +10.3% | +4.7% | +5.7% | +9.1% |
| 3M | -3.5% | +5.2% | -8.7% | -4.7% |
| 6M | -1.3% | +3.8% | -5.1% | -2.5% |
| YTD | +10.3% | +9.2% | +1.1% | +7.3% |
| 1Y | +10.4% | +14.3% | -3.9% | +6.1% |
| 3Y | +40.0% | +8.4% | +31.6% | +33.0% |
| 5Y | +12.4% | +50.0% | -37.7% | -2.8% |
| 10Y | +78.2% | +142.2% | -64.0% | +34.6% |
| All | +5,283.0% | +5,636.0% | -353.0% | +2,040.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling