-0.9%
BA vs CI
+42.7%
-43.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | +1.2% | +1.3% | -0.1% | +0.9% |
| 30D | -11.6% | +4.4% | -16.1% | -12.4% |
| 3M | -2.4% | +0.7% | -3.0% | -2.8% |
| 6M | -6.6% | +0.3% | -7.0% | -7.1% |
| YTD | -2.2% | +3.8% | -6.1% | -3.5% |
| 1Y | -8.0% | -5.5% | -2.5% | -7.8% |
| 3Y | -5.0% | +8.1% | -13.1% | -11.4% |
| All | -0.9% | +42.7% | -43.6% | -20.8% |
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