+0.4%
STM vs CI
+2.7%
-2.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -1.3% | -11.1% | -12.3% |
| 7D | -20.1% | +1.0% | -21.1% | -20.1% |
| 30D | -32.0% | +9.9% | -41.8% | -32.4% |
| 3M | -24.2% | +12.1% | -36.2% | -24.8% |
| 6M | -29.9% | +10.6% | -40.5% | -30.8% |
| YTD | +54.9% | +11.4% | +43.5% | +52.9% |
| 1Y | +68.0% | +18.8% | +49.2% | +64.9% |
| All | +0.4% | +2.7% | -2.2% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling