-40.5%
SE vs CI
-8.5%
-32.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.5% |
| 7D | +0.6% | -2.6% | +3.2% | +1.0% |
| 30D | -0.1% | -2.4% | +2.3% | +0.2% |
| 3M | +34.1% | -4.8% | +38.9% | +35.1% |
| 6M | +23.2% | +2.1% | +21.1% | +22.2% |
| YTD | -11.2% | +1.4% | -12.5% | -11.4% |
| 1Y | -40.5% | -6.8% | -33.8% | -39.5% |
| All | -40.5% | -8.5% | -32.0% | -39.5% |
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