+18.0%
BAC vs CI
+49.9%
-31.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.2% |
| 7D | -1.2% | -1.6% | +0.4% | -0.9% |
| 30D | -7.7% | +5.4% | -13.1% | -8.6% |
| 3M | -21.2% | +7.3% | -28.4% | -22.3% |
| 6M | -6.8% | +5.3% | -12.1% | -8.1% |
| YTD | -8.7% | +8.5% | -17.2% | -10.6% |
| 1Y | -5.3% | +17.1% | -22.4% | -8.7% |
| 3Y | +87.4% | +1.4% | +86.0% | +82.5% |
| All | +18.0% | +49.9% | -31.9% | -7.5% |
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