+5,261.3%
O vs CI
+5,649.0%
-387.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -0.4% | -1.7% | +1.3% | 0.0% |
| 30D | +8.3% | +4.9% | +3.4% | +7.0% |
| 3M | -4.0% | +7.4% | -11.4% | -5.7% |
| 6M | -2.6% | +0.4% | -3.0% | -3.1% |
| YTD | +9.9% | +9.5% | +0.4% | +6.8% |
| 1Y | +9.8% | +12.0% | -2.1% | +6.1% |
| 3Y | +39.7% | +7.1% | +32.6% | +33.1% |
| 5Y | +9.2% | +49.3% | -40.2% | -5.4% |
| 10Y | +81.5% | +146.6% | -65.1% | +36.5% |
| All | +5,261.3% | +5,649.0% | -387.7% | +2,030.7% |
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