+140.4%
CI vs BAX
-36.7%
+177.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +1.9% | -0.5% |
| 7D | -2.0% | -2.4% | +0.4% | -1.2% |
| 30D | -1.8% | -9.7% | +7.9% | +1.7% |
| 3M | -4.2% | +29.3% | -33.5% | -13.7% |
| 6M | +2.7% | +40.7% | -38.0% | -10.8% |
| YTD | +1.9% | +30.3% | -28.4% | -10.0% |
| 1Y | -6.3% | +3.4% | -9.6% | -9.4% |
| 3Y | +3.9% | -32.0% | +35.9% | +12.5% |
| 5Y | +41.9% | -66.9% | +108.7% | +109.6% |
| 10Y | +140.4% | -37.1% | +177.5% | +209.8% |
| All | +140.4% | -36.7% | +177.1% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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