-48.8%
SE vs CI
+21.2%
-70.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.4% | +1.1% | +4.0% |
| 7D | +6.7% | +3.5% | +3.1% | +6.1% |
| 30D | -17.2% | +12.6% | -29.8% | -18.9% |
| 3M | -28.0% | +12.1% | -40.1% | -29.6% |
| 6M | -6.1% | +10.6% | -16.7% | -8.0% |
| YTD | -37.1% | +12.8% | -50.0% | -38.3% |
| 1Y | -48.8% | +18.0% | -66.8% | -48.9% |
| All | -48.8% | +21.2% | -70.0% | -48.9% |
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