-8.0%
T vs CI
+15.8%
-23.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +1.7% | +0.1% | +1.5% | +1.6% |
| 30D | -1.7% | +4.7% | -6.4% | -2.5% |
| 3M | -7.3% | +5.2% | -12.6% | -8.1% |
| 6M | -11.2% | +3.8% | -15.0% | -11.7% |
| YTD | -8.1% | +9.2% | -17.3% | -10.0% |
| All | -8.0% | +15.8% | -23.8% | -12.5% |
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 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