+1,579.9%
T vs CI
+7,937.0%
-6,357.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.3% |
| 7D | +1.0% | -1.6% | +2.6% | +1.4% |
| 30D | -10.6% | +5.4% | -16.0% | -11.6% |
| 3M | -7.7% | +7.3% | -15.0% | -9.2% |
| 6M | -13.3% | +5.3% | -18.6% | -14.5% |
| YTD | -8.8% | +8.5% | -17.2% | -10.9% |
| 1Y | -8.4% | +17.1% | -25.5% | -12.1% |
| 3Y | +59.6% | +1.4% | +58.2% | +54.9% |
| 5Y | +52.1% | +50.5% | +1.6% | +33.3% |
| 10Y | +56.9% | +168.5% | -111.7% | +16.5% |
| All | +1,579.9% | +7,937.0% | -6,357.1% | +379.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling