-7.4%
T vs CI
+18.7%
-26.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | -0.1% |
| 7D | +2.6% | +2.6% | 0.0% | +1.8% |
| 30D | -1.1% | +7.3% | -8.4% | -2.6% |
| 3M | -7.7% | +9.5% | -17.2% | -9.5% |
| 6M | -10.6% | +6.4% | -17.1% | -11.8% |
| YTD | -7.5% | +12.0% | -19.5% | -10.1% |
| 1Y | -7.4% | +20.1% | -27.5% | -12.6% |
| All | -7.4% | +18.7% | -26.2% | -12.6% |
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