+8,410.9%
TER vs CI
+8,153.0%
+258.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.3% | -14.0% | -14.8% |
| 7D | -28.2% | +1.0% | -29.2% | -28.4% |
| 30D | -50.6% | +9.9% | -60.4% | -52.2% |
| 3M | -45.3% | +12.1% | -57.4% | -47.8% |
| 6M | -40.4% | +10.6% | -51.0% | -43.5% |
| YTD | +10.0% | +11.4% | -1.4% | +3.7% |
| 1Y | +13.6% | +18.8% | -5.1% | +4.6% |
| 3Y | +145.2% | +2.9% | +142.4% | +126.2% |
| 5Y | +50.4% | +54.5% | -4.2% | +19.0% |
| 10Y | +882.9% | +175.7% | +707.2% | +511.7% |
| All | +8,410.9% | +8,153.0% | +258.0% | +1,289.3% |
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