-9.1%
T vs CI
-4.0%
-5.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | -1.3% | +1.3% | -2.6% | -1.5% |
| 30D | +11.4% | +4.4% | +6.9% | +10.5% |
| 3M | +14.3% | +0.7% | +13.6% | +14.1% |
| 6M | -9.3% | +0.3% | -9.6% | -9.4% |
| YTD | +7.1% | +3.8% | +3.3% | +6.2% |
| 1Y | -9.1% | -5.5% | -3.6% | -8.4% |
| All | -9.1% | -4.0% | -5.1% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling