-53.2%
TE vs CI
+47.3%
-100.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.3% |
| 7D | -4.0% | +1.3% | -5.3% | -3.9% |
| 30D | -15.9% | +4.4% | -20.3% | -15.8% |
| 3M | -60.5% | +0.7% | -61.2% | -60.5% |
| 6M | -35.2% | +0.3% | -35.6% | -35.2% |
| YTD | -31.1% | +3.8% | -35.0% | -31.3% |
| 1Y | +148.6% | -5.5% | +154.1% | +149.6% |
| 3Y | -26.4% | +8.1% | -34.5% | -27.1% |
| 5Y | -48.0% | +42.8% | -90.8% | -49.0% |
| All | -53.2% | +47.3% | -100.4% | -54.5% |
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 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