+76.1%
V vs CI
+11.1%
+65.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.1% |
| 7D | +0.6% | +2.6% | -2.0% | +0.3% |
| 30D | +9.7% | +7.3% | +2.4% | +8.8% |
| 3M | +17.3% | +9.5% | +7.8% | +16.0% |
| 6M | +33.2% | +6.4% | +26.8% | +32.0% |
| YTD | +21.3% | +12.0% | +9.3% | +19.5% |
| 1Y | +27.3% | +20.1% | +7.3% | +24.5% |
| 3Y | +76.1% | +9.6% | +66.5% | +76.6% |
| All | +76.1% | +11.1% | +65.0% | +76.6% |
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