+142.2%
CI vs BB
+33.0%
+109.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | +0.4% |
| 7D | +0.1% | +15.0% | -14.8% | -0.7% |
| 30D | +4.7% | +3.5% | +1.2% | +4.2% |
| 3M | +5.2% | +2.7% | +2.5% | +4.6% |
| 6M | +3.8% | +44.7% | -41.0% | +0.1% |
| YTD | +9.2% | +143.3% | -134.1% | +1.4% |
| 1Y | +14.3% | +102.2% | -87.9% | +7.3% |
| 3Y | +8.4% | +156.1% | -147.7% | -2.7% |
| 5Y | +50.0% | -17.6% | +67.7% | +46.1% |
| 10Y | +142.2% | +29.0% | +113.2% | +82.9% |
| All | +142.2% | +33.0% | +109.2% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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