-49.7%
SE vs CI
+15.8%
-65.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +2.8% |
| 7D | +3.3% | +0.1% | +3.1% | +3.3% |
| 30D | -18.2% | +4.7% | -22.8% | -19.0% |
| 3M | -31.3% | +5.2% | -36.5% | -32.0% |
| 6M | -10.1% | +3.8% | -13.9% | -11.0% |
| YTD | -38.9% | +9.2% | -48.1% | -40.0% |
| All | -49.7% | +15.8% | -65.5% | -49.9% |
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