+77.5%
SO vs CI
+48.8%
+28.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.2% |
| 7D | -0.9% | -1.7% | +0.8% | -0.7% |
| 30D | +4.9% | +4.9% | +0.1% | +4.2% |
| 3M | +0.8% | +7.4% | -6.6% | -0.4% |
| 6M | +0.6% | +0.4% | +0.2% | +0.3% |
| YTD | +8.7% | +9.5% | -0.8% | +6.7% |
| 1Y | +4.0% | +12.0% | -8.0% | +1.7% |
| 3Y | +50.6% | +7.1% | +43.5% | +46.4% |
| 5Y | +77.5% | +49.3% | +28.2% | +57.7% |
| All | +77.5% | +48.8% | +28.6% | +57.7% |
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