-26.4%
BA vs CI
+49.5%
-76.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -1.1% | +1.2% | -2.3% | -1.3% |
| 30D | -7.1% | +2.6% | -9.7% | -7.6% |
| 3M | -25.5% | +7.4% | -33.0% | -26.6% |
| 6M | -28.7% | -0.1% | -28.6% | -28.9% |
| YTD | -21.0% | +9.7% | -30.8% | -22.9% |
| 1Y | -11.9% | +12.1% | -24.0% | -14.3% |
| 3Y | -16.2% | +7.0% | -23.2% | -20.2% |
| All | -26.4% | +49.5% | -76.0% | -44.9% |
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 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