+87.5%
U vs CI
+7.2%
+80.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.3% |
| 7D | +2.6% | +1.2% | +1.4% | +2.6% |
| 30D | +27.6% | +2.6% | +25.0% | +27.7% |
| 3M | +15.3% | +7.4% | +7.9% | +15.8% |
| 6M | +96.4% | -0.1% | +96.5% | +96.3% |
| YTD | +19.6% | +9.7% | +9.8% | +20.4% |
| 1Y | +42.1% | +12.1% | +30.0% | +43.2% |
| 3Y | +87.5% | +7.0% | +80.5% | +95.0% |
| All | +87.5% | +7.2% | +80.4% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling