+57.8%
T vs CI
+49.5%
+8.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +2.5% | +1.2% | +1.4% | +2.3% |
| 30D | -3.8% | +2.6% | -6.3% | -4.2% |
| 3M | -8.7% | +7.4% | -16.2% | -10.0% |
| 6M | -8.1% | -0.1% | -8.0% | -8.2% |
| YTD | -6.4% | +9.7% | -16.2% | -8.5% |
| 1Y | -9.8% | +12.1% | -21.9% | -12.1% |
| 3Y | +65.5% | +7.0% | +58.5% | +61.6% |
| All | +57.8% | +49.5% | +8.3% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling