+14,183.4%
TER vs CI
+7,591.2%
+6,592.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.9% |
| 7D | +0.6% | +1.3% | -0.7% | +0.1% |
| 30D | -8.3% | +4.4% | -12.7% | -9.7% |
| 3M | -12.2% | +0.7% | -12.9% | -13.4% |
| 6M | +17.1% | +0.3% | +16.7% | +14.9% |
| YTD | +84.7% | +3.8% | +80.9% | +79.4% |
| 1Y | +199.9% | -5.5% | +205.4% | +195.5% |
| 3Y | +232.8% | +8.1% | +224.6% | +203.0% |
| 5Y | +198.6% | +42.8% | +155.8% | +143.9% |
| 10Y | +1,669.7% | +143.9% | +1,525.9% | +1,052.6% |
| All | +14,183.4% | +7,591.2% | +6,592.2% | +2,302.5% |
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 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