-42.9%
TER vs CI
+7.4%
-50.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | -0.3% |
| 7D | -20.5% | -1.6% | -18.9% | -21.7% |
| 30D | -47.0% | +5.4% | -52.4% | -43.2% |
| 3M | -43.3% | +7.3% | -50.5% | -37.7% |
| 6M | -42.9% | +5.3% | -48.2% | -35.7% |
| All | -42.9% | +7.4% | -50.3% | -35.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling