+251.7%
BAC vs CI
+158.0%
+93.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.0% |
| 7D | +2.0% | +0.1% | +1.8% | +2.0% |
| 30D | -6.9% | +4.7% | -11.6% | -8.6% |
| 3M | -19.6% | +5.2% | -24.8% | -21.3% |
| 6M | -0.5% | +3.8% | -4.2% | -2.7% |
| YTD | -6.6% | +9.2% | -15.8% | -11.0% |
| 1Y | -3.0% | +14.3% | -17.2% | -9.2% |
| 3Y | +97.3% | +8.4% | +88.9% | +77.2% |
| 5Y | +21.9% | +50.0% | -28.2% | -9.6% |
| 10Y | +251.7% | +142.2% | +109.5% | +109.6% |
| All | +251.7% | +158.0% | +93.6% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling