+77.0%
SO vs CI
+49.9%
+27.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.7% |
| 7D | -1.5% | -1.6% | +0.1% | -1.2% |
| 30D | +8.1% | +5.4% | +2.7% | +7.2% |
| 3M | +0.2% | +7.3% | -7.0% | -0.9% |
| 6M | +0.4% | +5.3% | -4.9% | -0.6% |
| YTD | +8.5% | +8.5% | 0.0% | +6.7% |
| 1Y | +4.9% | +17.1% | -12.2% | +1.9% |
| 3Y | +47.9% | +1.4% | +46.5% | +45.7% |
| All | +77.0% | +49.9% | +27.2% | +57.8% |
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 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