+104.9%
PSX vs CI
-8.0%
+112.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.7% |
| 7D | +2.8% | -2.0% | +4.8% | +3.0% |
| 30D | +27.8% | -1.8% | +29.6% | +27.9% |
| 3M | +42.0% | -4.2% | +46.3% | +42.4% |
| 6M | +58.1% | +2.7% | +55.4% | +57.5% |
| YTD | +105.0% | +1.9% | +103.1% | +104.9% |
| 1Y | +104.9% | -6.3% | +111.2% | +104.2% |
| All | +104.9% | -8.0% | +112.9% | +104.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling