+589.4%
SE vs CI
+65.4%
+524.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -6.1% | +1.3% | -7.4% | -6.4% |
| 30D | -2.5% | +4.4% | -6.9% | -3.6% |
| 3M | +21.7% | +0.7% | +21.1% | +21.1% |
| 6M | +27.0% | +0.3% | +26.7% | +26.3% |
| YTD | -12.1% | +3.8% | -15.9% | -13.3% |
| 1Y | -40.9% | -5.5% | -35.4% | -40.8% |
| 3Y | +191.0% | +8.1% | +182.9% | +174.0% |
| 5Y | -68.3% | +42.8% | -111.1% | -73.1% |
| All | +589.4% | +65.4% | +524.0% | +447.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling