+23.3%
BA vs CI
+146.2%
-122.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -1.1% | +1.2% | -2.3% | -1.6% |
| 30D | -7.1% | +2.6% | -9.7% | -8.2% |
| 3M | -25.5% | +7.4% | -33.0% | -27.9% |
| 6M | -28.7% | -0.1% | -28.6% | -29.3% |
| YTD | -21.0% | +9.7% | -30.8% | -25.1% |
| 1Y | -11.9% | +12.1% | -24.0% | -17.3% |
| 3Y | -16.2% | +7.0% | -23.2% | -25.0% |
| 5Y | -22.4% | +49.7% | -72.1% | -44.4% |
| All | +23.3% | +146.2% | -122.9% | -25.4% |
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