+10,532.8%
TER vs CI
+8,152.1%
+2,380.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.6% | +8.9% | +8.5% |
| 7D | +5.9% | -1.3% | +7.2% | +6.4% |
| 30D | -30.8% | +6.4% | -37.2% | -32.4% |
| 3M | -29.9% | +10.7% | -40.6% | -32.8% |
| 6M | -27.5% | +5.5% | -32.9% | -30.2% |
| YTD | +37.5% | +11.4% | +26.1% | +29.5% |
| 1Y | +50.3% | +15.0% | +35.2% | +40.0% |
| 3Y | +204.9% | +9.0% | +195.9% | +175.7% |
| 5Y | +89.2% | +52.0% | +37.2% | +50.6% |
| 10Y | +1,077.0% | +150.9% | +926.0% | +655.8% |
| All | +10,532.8% | +8,152.1% | +2,380.7% | +1,635.1% |
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