+6,268.1%
SO vs CI
+7,937.0%
-1,668.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.7% |
| 7D | -1.5% | -1.6% | +0.1% | -1.3% |
| 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% | +6.8% |
| 1Y | +4.9% | +17.1% | -12.2% | +2.1% |
| 3Y | +47.9% | +1.4% | +46.5% | +44.9% |
| 5Y | +75.7% | +50.5% | +25.2% | +61.5% |
| 10Y | +178.0% | +168.5% | +9.5% | +132.0% |
| All | +6,268.1% | +7,937.0% | -1,668.9% | +2,757.1% |
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