+3,309.9%
V vs CI
+745.4%
+2,564.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.8% |
| 7D | +2.9% | +1.0% | +1.9% | +2.6% |
| 30D | +14.0% | +9.9% | +4.1% | +10.9% |
| 3M | +14.9% | +12.1% | +2.8% | +10.9% |
| 6M | +31.7% | +10.6% | +21.1% | +27.2% |
| YTD | +21.2% | +11.4% | +9.8% | +16.4% |
| 1Y | +25.3% | +18.8% | +6.5% | +18.0% |
| 3Y | +77.5% | +2.9% | +74.6% | +68.7% |
| 5Y | +102.6% | +54.5% | +48.1% | +66.9% |
| 10Y | +464.3% | +175.7% | +288.6% | +276.2% |
| All | +3,309.9% | +745.4% | +2,564.5% | +1,328.4% |
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