+263.2%
BAC vs CI
+166.5%
+96.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.3% |
| 7D | -1.2% | -1.6% | +0.4% | -0.6% |
| 30D | -7.7% | +5.4% | -13.1% | -9.6% |
| 3M | -21.2% | +7.3% | -28.4% | -23.5% |
| 6M | -6.8% | +5.3% | -12.1% | -9.5% |
| YTD | -8.7% | +8.5% | -17.2% | -12.7% |
| 1Y | -5.3% | +17.1% | -22.4% | -12.3% |
| 3Y | +87.4% | +1.4% | +86.0% | +73.7% |
| 5Y | +18.9% | +50.5% | -31.6% | -12.2% |
| All | +263.2% | +166.5% | +96.7% | +100.5% |
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