-6.0%
U vs CI
-8.5%
+2.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +2.3% |
| 7D | +4.5% | -2.6% | +7.0% | +4.2% |
| 30D | -0.6% | -2.4% | +1.8% | -0.8% |
| 3M | +48.4% | -4.8% | +53.2% | +47.4% |
| 6M | +115.4% | +2.1% | +113.2% | +117.2% |
| YTD | -3.2% | +1.4% | -4.6% | -2.3% |
| 1Y | -6.0% | -6.8% | +0.7% | -4.0% |
| All | -6.0% | -8.5% | +2.5% | -4.0% |
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