+150.3%
CI vs BB
+28.9%
+121.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.6% |
| 7D | +2.6% | +11.6% | -9.0% | +1.9% |
| 30D | +7.3% | +2.6% | +4.7% | +6.9% |
| 3M | +9.5% | +3.5% | +6.0% | +8.8% |
| 6M | +6.4% | +43.5% | -37.1% | +2.7% |
| YTD | +12.0% | +141.2% | -129.2% | +4.1% |
| 1Y | +20.1% | +97.4% | -77.3% | +13.0% |
| 3Y | +9.6% | +151.1% | -141.5% | -1.5% |
| 5Y | +52.7% | -12.8% | +65.5% | +47.9% |
| 10Y | +150.3% | +27.5% | +122.8% | +88.5% |
| All | +150.3% | +28.9% | +121.3% | +88.5% |
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