+150.3%
CI vs BAX
-34.5%
+184.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +2.6% | +3.6% | -1.0% | +1.3% |
| 30D | +7.3% | +8.5% | -1.2% | +3.9% |
| 3M | +9.5% | -4.9% | +14.3% | +10.9% |
| 6M | +6.4% | +47.0% | -40.6% | -9.0% |
| YTD | +12.0% | +38.4% | -26.4% | -3.7% |
| 1Y | +20.1% | +49.1% | -29.1% | +0.1% |
| 3Y | +9.6% | -14.9% | +24.5% | +8.8% |
| 5Y | +52.7% | -63.1% | +115.8% | +116.0% |
| 10Y | +150.3% | -35.6% | +185.9% | +223.3% |
| All | +150.3% | -34.5% | +184.7% | +223.3% |
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