-78.0%
SE vs CI
+49.9%
-127.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.5% |
| 7D | +2.0% | -1.6% | +3.6% | +2.3% |
| 30D | -20.0% | +5.4% | -25.4% | -20.7% |
| 3M | -31.8% | +7.3% | -39.0% | -32.6% |
| 6M | -15.9% | +5.3% | -21.2% | -16.7% |
| YTD | -40.6% | +8.5% | -49.1% | -41.5% |
| 1Y | -50.7% | +17.1% | -67.8% | -51.9% |
| 3Y | +70.3% | +1.4% | +68.9% | +68.1% |
| All | -78.0% | +49.9% | -127.9% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling