+153.1%
TE vs CI
-6.0%
+159.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -2.4% |
| 7D | +15.0% | -1.1% | +16.1% | +14.3% |
| 30D | -7.5% | +0.5% | -8.0% | -7.0% |
| 3M | -42.0% | -5.2% | -36.8% | -43.0% |
| 6M | -31.4% | +4.3% | -35.8% | -27.9% |
| YTD | -26.5% | +2.8% | -29.3% | -22.3% |
| 1Y | +153.1% | -5.8% | +158.9% | +181.2% |
| All | +153.1% | -6.0% | +159.1% | +181.2% |
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