+1,462.0%
BA vs CI
+8,153.0%
-6,691.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.2% |
| 7D | -0.1% | +1.0% | -1.1% | -0.4% |
| 30D | -9.1% | +9.9% | -19.0% | -11.6% |
| 3M | -28.2% | +12.1% | -40.3% | -30.6% |
| 6M | -23.1% | +10.6% | -33.7% | -25.7% |
| YTD | -20.6% | +11.4% | -31.9% | -23.6% |
| 1Y | -12.7% | +18.8% | -31.5% | -17.7% |
| 3Y | -11.6% | +2.9% | -14.4% | -16.0% |
| 5Y | -23.1% | +54.5% | -77.7% | -36.1% |
| 10Y | +34.4% | +175.7% | -141.4% | -4.8% |
| All | +1,462.0% | +8,153.0% | -6,691.0% | +315.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling