+306.8%
SPOT vs CI
+104.0%
+202.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.0% |
| 7D | +1.0% | +2.6% | -1.6% | +0.5% |
| 30D | +14.6% | +7.3% | +7.2% | +13.1% |
| 3M | +18.4% | +9.5% | +9.0% | +16.6% |
| 6M | +45.1% | +6.4% | +38.7% | +43.4% |
| YTD | +4.4% | +12.0% | -7.6% | +1.9% |
| 1Y | -2.7% | +20.1% | -22.8% | -6.3% |
| 3Y | +254.6% | +9.6% | +245.0% | +238.4% |
| 5Y | +124.8% | +52.7% | +72.0% | +94.2% |
| All | +306.8% | +104.0% | +202.8% | +223.5% |
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