-68.9%
XYZ vs CI
+42.7%
-111.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -1.0% | +1.3% | -2.3% | -1.3% |
| 30D | -1.7% | +4.4% | -6.2% | -2.7% |
| 3M | +16.7% | +0.7% | +16.1% | +16.2% |
| 6M | +26.9% | +0.3% | +26.5% | +26.0% |
| YTD | +27.1% | +3.8% | +23.3% | +25.2% |
| 1Y | +9.3% | -5.5% | +14.7% | +9.6% |
| 3Y | +42.3% | +8.1% | +34.2% | +28.8% |
| All | -68.9% | +42.7% | -111.6% | -77.4% |
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 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