-76.7%
TE vs CI
+54.9%
-131.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -2.9% |
| 7D | -10.5% | +0.1% | -10.7% | -10.5% |
| 30D | -32.4% | +4.7% | -37.1% | -32.4% |
| 3M | -60.9% | +5.2% | -66.1% | -60.8% |
| 6M | -62.8% | +3.8% | -66.6% | -62.8% |
| YTD | -65.7% | +9.2% | -74.9% | -65.8% |
| 1Y | -39.9% | +14.3% | -54.2% | -40.2% |
| 3Y | +10.6% | +8.4% | +2.2% | +10.0% |
| 5Y | -79.7% | +50.0% | -129.7% | -80.0% |
| All | -76.7% | +54.9% | -131.6% | -77.3% |
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