+88.6%
TGT vs CI
+21.2%
+67.4%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.4% | +2.3% | +4.8% |
| 7D | +9.5% | +3.5% | +6.0% | +8.6% |
| 30D | +6.6% | +12.6% | -6.0% | +4.1% |
| 3M | +11.0% | +12.1% | -1.1% | +8.4% |
| 6M | +29.9% | +10.6% | +19.3% | +27.3% |
| YTD | +71.4% | +12.8% | +58.6% | +67.1% |
| 1Y | +88.6% | +18.0% | +70.6% | +78.5% |
| All | +88.6% | +21.2% | +67.4% | +78.5% |
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