-39.0%
U vs CI
+86.0%
-125.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -3.8% | +1.3% | -5.1% | -3.9% |
| 30D | +17.5% | +4.4% | +13.0% | +17.1% |
| 3M | +38.7% | +0.7% | +38.1% | +38.6% |
| 6M | +104.4% | +0.3% | +104.1% | +104.1% |
| YTD | -5.7% | +3.8% | -9.5% | -6.2% |
| 1Y | +3.7% | -5.5% | +9.2% | +4.0% |
| 3Y | +12.3% | +8.1% | +4.2% | +8.8% |
| 5Y | -68.8% | +42.8% | -111.6% | -70.4% |
| All | -39.0% | +86.0% | -125.1% | -38.7% |
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