+217.6%
BAC vs CI
+146.2%
+71.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +3.2% | +1.2% | +2.1% | +2.8% |
| 30D | -0.7% | +2.6% | -3.3% | -1.7% |
| 3M | -20.0% | +7.4% | -27.4% | -22.4% |
| 6M | +3.4% | -0.1% | +3.5% | +2.6% |
| YTD | -5.7% | +9.7% | -15.5% | -10.3% |
| 1Y | -1.4% | +12.1% | -13.6% | -7.1% |
| 3Y | +97.9% | +7.0% | +90.9% | +79.0% |
| 5Y | +22.9% | +49.7% | -26.8% | -8.7% |
| All | +217.6% | +146.2% | +71.4% | +90.5% |
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 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