+1,376.8%
BAC vs CI
+7,591.2%
-6,214.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.5% |
| 7D | +1.1% | +1.3% | -0.2% | +0.5% |
| 30D | -0.4% | +4.4% | -4.8% | -2.4% |
| 3M | +16.9% | +0.7% | +16.2% | +15.9% |
| 6M | +26.6% | +0.3% | +26.3% | +25.1% |
| YTD | +15.8% | +3.8% | +12.0% | +12.3% |
| 1Y | +27.2% | -5.5% | +32.7% | +26.4% |
| 3Y | +132.4% | +8.1% | +124.3% | +106.9% |
| 5Y | +72.6% | +42.8% | +29.8% | +32.0% |
| 10Y | +389.7% | +143.9% | +245.8% | +175.1% |
| All | +1,376.8% | +7,591.2% | -6,214.4% | +29.9% |
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