+31.8%
BA vs CI
+166.5%
-134.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.6% |
| 7D | +1.1% | -1.6% | +2.6% | +1.7% |
| 30D | -7.9% | +5.4% | -13.3% | -10.0% |
| 3M | -25.3% | +7.3% | -32.6% | -27.7% |
| 6M | -24.6% | +5.3% | -29.9% | -26.8% |
| YTD | -20.1% | +8.5% | -28.6% | -23.9% |
| 1Y | -11.8% | +17.1% | -28.9% | -18.8% |
| 3Y | -10.1% | +1.4% | -11.5% | -17.4% |
| 5Y | -22.7% | +50.5% | -73.2% | -44.9% |
| All | +31.8% | +166.5% | -134.7% | -21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling