+77.6%
V vs CI
0.0%
+77.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.3% |
| 7D | +2.2% | -1.6% | +3.7% | +2.4% |
| 30D | +13.6% | +5.4% | +8.2% | +12.9% |
| 3M | +14.3% | +7.3% | +7.0% | +13.4% |
| 6M | +33.1% | +5.3% | +27.8% | +32.1% |
| YTD | +21.2% | +8.5% | +12.8% | +19.8% |
| 1Y | +26.4% | +17.1% | +9.3% | +24.0% |
| 3Y | +77.6% | +1.4% | +76.2% | +79.1% |
| All | +77.6% | 0.0% | +77.6% | +79.1% |
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