+3,310.4%
V vs CI
+723.2%
+2,587.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.8% |
| 7D | +2.2% | -1.6% | +3.7% | +2.7% |
| 30D | +13.6% | +5.4% | +8.2% | +11.8% |
| 3M | +14.3% | +7.3% | +7.0% | +11.8% |
| 6M | +33.1% | +5.3% | +27.8% | +30.4% |
| YTD | +21.2% | +8.5% | +12.8% | +17.3% |
| 1Y | +26.4% | +17.1% | +9.3% | +19.5% |
| 3Y | +77.6% | +1.4% | +76.2% | +69.4% |
| 5Y | +102.6% | +50.5% | +52.1% | +68.2% |
| 10Y | +464.4% | +168.5% | +295.9% | +279.2% |
| All | +3,310.4% | +723.2% | +2,587.1% | +1,339.7% |
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 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