+18.2%
TER vs CI
+15.7%
+2.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +1.3% |
| 7D | -20.5% | -1.6% | -18.9% | -21.0% |
| 30D | -47.0% | +5.4% | -52.4% | -45.5% |
| 3M | -43.3% | +7.3% | -50.5% | -41.2% |
| 6M | -42.9% | +5.3% | -48.2% | -41.0% |
| YTD | +12.9% | +8.5% | +4.4% | +16.6% |
| 1Y | +18.2% | +17.1% | +1.1% | +25.9% |
| All | +18.2% | +15.7% | +2.5% | +25.9% |
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