-23.1%
BA vs CI
+54.1%
-77.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.3% |
| 7D | -0.1% | +1.0% | -1.1% | -0.3% |
| 30D | -9.1% | +9.9% | -19.0% | -10.8% |
| 3M | -28.2% | +12.1% | -40.3% | -29.8% |
| 6M | -23.1% | +10.6% | -33.7% | -24.8% |
| YTD | -20.6% | +11.4% | -31.9% | -22.6% |
| 1Y | -12.7% | +18.8% | -31.5% | -16.1% |
| 3Y | -11.6% | +2.9% | -14.4% | -14.3% |
| 5Y | -23.1% | +54.5% | -77.7% | -41.5% |
| All | -23.1% | +54.1% | -77.3% | -41.5% |
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