-54.0%
TE vs CI
+18.7%
-72.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.5% | -12.2% | -7.1% |
| 7D | -26.9% | +2.6% | -29.5% | -24.7% |
| 30D | -38.9% | +7.3% | -46.3% | -33.9% |
| 3M | -61.0% | +9.5% | -70.5% | -56.9% |
| 6M | -66.4% | +6.4% | -72.8% | -62.6% |
| YTD | -69.0% | +12.0% | -81.0% | -60.9% |
| 1Y | -54.0% | +20.1% | -74.1% | -33.8% |
| All | -54.0% | +18.7% | -72.7% | -33.8% |
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