+47.7%
CI vs BAX
-63.7%
+111.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.2% | -2.8% |
| 7D | -1.6% | +12.1% | -13.7% | -4.6% |
| 30D | +5.4% | +7.6% | -2.2% | +3.1% |
| 3M | +7.3% | -4.5% | +11.7% | +8.2% |
| 6M | +5.3% | +52.0% | -46.7% | -7.4% |
| YTD | +8.5% | +35.1% | -26.7% | -2.5% |
| 1Y | +17.1% | +43.7% | -26.6% | +3.3% |
| 3Y | +1.4% | -20.9% | +22.3% | +2.7% |
| All | +47.7% | -63.7% | +111.4% | +90.7% |
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