+87.9%
PSX vs CI
+15.8%
+72.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.9% |
| 7D | -8.0% | +0.1% | -8.1% | -8.0% |
| 30D | -9.0% | +4.7% | -13.7% | -9.4% |
| 3M | +24.7% | +5.2% | +19.5% | +24.1% |
| 6M | +49.3% | +3.8% | +45.6% | +48.7% |
| YTD | +100.2% | +9.2% | +91.0% | +99.0% |
| All | +87.9% | +15.8% | +72.1% | +85.9% |
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