+42.5%
CI vs BAX
-65.4%
+107.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.6% |
| 7D | +1.3% | -1.1% | +2.5% | +1.6% |
| 30D | +4.4% | -5.5% | +9.9% | +6.0% |
| 3M | +0.7% | +33.5% | -32.9% | -7.8% |
| 6M | +0.3% | +35.9% | -35.5% | -9.0% |
| YTD | +3.8% | +35.4% | -31.5% | -6.5% |
| 1Y | -5.5% | +9.8% | -15.2% | -9.5% |
| 3Y | +8.1% | -32.7% | +40.8% | +13.7% |
| All | +42.5% | -65.4% | +107.9% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling