+117.4%
PM vs CI
+42.7%
+74.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.7% |
| 7D | -4.9% | +1.3% | -6.2% | -5.1% |
| 30D | -3.4% | +4.4% | -7.8% | -4.1% |
| 3M | +5.2% | +0.7% | +4.5% | +4.9% |
| 6M | +3.7% | +0.3% | +3.4% | +3.3% |
| YTD | +15.8% | +3.8% | +12.0% | +14.5% |
| 1Y | +17.4% | -5.5% | +22.9% | +17.4% |
| 3Y | +116.9% | +8.1% | +108.8% | +107.5% |
| All | +117.4% | +42.7% | +74.7% | +88.8% |
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