-63.9%
XYZ vs CI
+49.9%
-113.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.3% |
| 7D | +12.1% | -1.6% | +13.7% | +12.6% |
| 30D | +12.4% | +5.4% | +7.0% | +11.3% |
| 3M | +8.2% | +7.3% | +0.9% | +6.7% |
| 6M | +20.7% | +5.3% | +15.4% | +19.0% |
| YTD | +31.3% | +8.5% | +22.8% | +28.3% |
| 1Y | +20.5% | +17.1% | +3.4% | +15.5% |
| 3Y | +72.6% | +1.4% | +71.2% | +66.3% |
| All | -63.9% | +49.9% | -113.8% | -74.5% |
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