+26.6%
BA vs CI
+147.8%
-121.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -2.0% | -0.5% |
| 7D | 0.0% | +2.6% | -2.6% | -1.1% |
| 30D | -8.9% | +7.3% | -16.3% | -11.7% |
| 3M | -25.5% | +9.5% | -35.0% | -28.5% |
| 6M | -27.0% | +6.4% | -33.4% | -29.4% |
| YTD | -20.1% | +12.0% | -32.1% | -24.9% |
| 1Y | -11.0% | +20.1% | -31.1% | -18.9% |
| 3Y | -11.8% | +9.6% | -21.4% | -21.9% |
| 5Y | -20.6% | +52.7% | -73.4% | -43.6% |
| 10Y | +26.6% | +150.3% | -123.6% | -24.1% |
| All | +26.6% | +147.8% | -121.2% | -24.1% |
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