-24.7%
U vs CI
+94.4%
-119.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.1% | +5.7% |
| 7D | +36.6% | -1.6% | +38.1% | +36.7% |
| 30D | +13.3% | +5.4% | +7.9% | +12.8% |
| 3M | +26.2% | +7.3% | +18.9% | +25.4% |
| 6M | +88.7% | +5.3% | +83.4% | +87.7% |
| YTD | +16.6% | +8.5% | +8.1% | +15.4% |
| 1Y | +29.0% | +17.1% | +11.8% | +26.5% |
| 3Y | +99.5% | +1.4% | +98.1% | +96.8% |
| 5Y | -66.1% | +50.5% | -116.6% | -67.9% |
| All | -24.7% | +94.4% | -119.1% | -24.5% |
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 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