-11.0%
BA vs CI
+18.7%
-29.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -2.0% | +0.1% |
| 7D | 0.0% | +2.6% | -2.6% | -0.5% |
| 30D | -8.9% | +7.3% | -16.3% | -10.1% |
| 3M | -25.5% | +9.5% | -35.0% | -26.7% |
| 6M | -27.0% | +6.4% | -33.4% | -28.1% |
| YTD | -20.1% | +12.0% | -32.1% | -22.9% |
| 1Y | -11.0% | +20.1% | -31.1% | -15.9% |
| All | -11.0% | +18.7% | -29.7% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling