-25.8%
TE vs CI
+21.2%
-47.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.4% | -6.9% | -0.1% |
| 7D | +3.8% | +3.5% | +0.3% | +7.5% |
| 30D | -26.2% | +12.6% | -38.8% | -16.2% |
| 3M | -49.7% | +12.1% | -61.8% | -43.1% |
| 6M | -46.5% | +10.6% | -57.0% | -38.1% |
| YTD | -59.1% | +12.8% | -72.0% | -48.1% |
| 1Y | -25.8% | +18.0% | -43.8% | +3.0% |
| All | -25.8% | +21.2% | -47.0% | +3.0% |
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