+32.6%
XYZ vs CI
+15.8%
+16.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.5% |
| 7D | +14.9% | +0.1% | +14.8% | +15.0% |
| 30D | +14.7% | +4.7% | +10.0% | +14.5% |
| 3M | +12.1% | +5.2% | +6.9% | +12.1% |
| 6M | +18.3% | +3.8% | +14.5% | +18.1% |
| YTD | +36.1% | +9.2% | +26.8% | +36.9% |
| All | +32.6% | +15.8% | +16.8% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling