-69.4%
U vs CI
+42.7%
-112.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -3.8% | +1.3% | -5.1% | -4.0% |
| 30D | +17.5% | +4.4% | +13.0% | +16.8% |
| 3M | +38.7% | +0.7% | +38.1% | +38.5% |
| 6M | +104.4% | +0.3% | +104.1% | +103.8% |
| YTD | -5.7% | +3.8% | -9.5% | -6.7% |
| 1Y | +3.7% | -5.5% | +9.2% | +4.0% |
| 3Y | +12.3% | +8.1% | +4.2% | +4.7% |
| All | -69.4% | +42.7% | -112.1% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling