+200.9%
TER vs CI
-6.3%
+207.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.1% |
| 7D | +0.6% | +1.3% | -0.7% | +1.1% |
| 30D | -8.3% | +4.4% | -12.7% | -7.0% |
| 3M | -12.2% | +0.7% | -12.9% | -11.4% |
| 6M | +17.1% | +0.3% | +16.7% | +17.7% |
| YTD | +84.7% | +3.8% | +80.9% | +87.1% |
| All | +200.9% | -6.3% | +207.1% | +200.5% |
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 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