+62.6%
XYZ vs CI
+7.2%
+55.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.8% |
| 7D | -1.1% | +1.2% | -2.2% | -1.1% |
| 30D | +11.5% | +2.6% | +8.9% | +11.5% |
| 3M | +1.8% | +7.4% | -5.6% | +1.7% |
| 6M | +21.2% | -0.1% | +21.3% | +21.2% |
| YTD | +29.9% | +9.7% | +20.2% | +29.8% |
| 1Y | +35.8% | +12.1% | +23.6% | +35.6% |
| 3Y | +62.6% | +7.0% | +55.6% | +67.7% |
| All | +62.6% | +7.2% | +55.4% | +67.7% |
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 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