+72.2%
V vs CI
+42.7%
+29.5%
-24.1%
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% | -0.7% |
| 7D | -1.7% | +1.3% | -3.0% | -2.0% |
| 30D | +2.0% | +4.4% | -2.5% | +1.0% |
| 3M | +17.4% | +0.7% | +16.7% | +17.0% |
| 6M | +17.5% | +0.3% | +17.2% | +17.0% |
| YTD | +7.6% | +3.8% | +3.8% | +6.3% |
| 1Y | +7.7% | -5.5% | +13.2% | +7.8% |
| 3Y | +54.7% | +8.1% | +46.5% | +46.7% |
| All | +72.2% | +42.7% | +29.5% | +39.7% |
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 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