+1,064.4%
BAC vs CI
+7,937.0%
-6,872.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.5% |
| 7D | -1.2% | -1.6% | +0.4% | -0.5% |
| 30D | -7.7% | +5.4% | -13.1% | -10.0% |
| 3M | -21.2% | +7.3% | -28.4% | -23.9% |
| 6M | -6.8% | +5.3% | -12.1% | -10.0% |
| YTD | -8.7% | +8.5% | -17.2% | -13.5% |
| 1Y | -5.3% | +17.1% | -22.4% | -13.5% |
| 3Y | +87.4% | +1.4% | +86.0% | +71.8% |
| 5Y | +18.9% | +50.5% | -31.6% | -11.4% |
| 10Y | +273.3% | +168.5% | +104.8% | +100.4% |
| All | +1,064.4% | +7,937.0% | -6,872.6% | +0.1% |
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