+372.3%
SE vs CI
+78.4%
+293.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -2.1% |
| 7D | 0.0% | +2.6% | -2.6% | -0.5% |
| 30D | -19.4% | +7.3% | -26.7% | -20.8% |
| 3M | -33.1% | +9.5% | -42.6% | -34.7% |
| 6M | -11.4% | +6.4% | -17.9% | -13.2% |
| YTD | -39.8% | +12.0% | -51.8% | -41.8% |
| 1Y | -50.5% | +20.1% | -70.5% | -52.9% |
| 3Y | +68.9% | +9.6% | +59.3% | +59.1% |
| 5Y | -77.1% | +52.7% | -129.8% | -80.9% |
| All | +372.3% | +78.4% | +293.9% | +268.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling