+852.8%
PM vs CI
+760.2%
+92.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.3% |
| 7D | -3.4% | +1.0% | -4.4% | -3.6% |
| 30D | +5.8% | +9.9% | -4.1% | +3.5% |
| 3M | +6.7% | +12.1% | -5.4% | +3.8% |
| 6M | +19.9% | +10.6% | +9.3% | +16.7% |
| YTD | +27.8% | +11.4% | +16.4% | +23.8% |
| 1Y | +39.4% | +18.8% | +20.6% | +32.9% |
| 3Y | +146.9% | +2.9% | +144.0% | +137.7% |
| 5Y | +166.6% | +54.5% | +112.1% | +129.3% |
| 10Y | +242.1% | +175.7% | +66.3% | +149.3% |
| All | +852.8% | +760.2% | +92.6% | +407.7% |
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