+140.4%
CI vs BB
+3.3%
+137.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.0% |
| 7D | -2.0% | +0.5% | -2.5% | -2.1% |
| 30D | -1.8% | -12.4% | +10.5% | -1.1% |
| 3M | -4.2% | -15.3% | +11.1% | -3.7% |
| 6M | +2.7% | +128.8% | -126.1% | -4.0% |
| YTD | +1.9% | +107.7% | -105.7% | -4.1% |
| 1Y | -6.3% | +103.9% | -110.1% | -12.1% |
| 3Y | +3.9% | +72.6% | -68.7% | -3.9% |
| 5Y | +41.9% | -24.3% | +66.1% | +38.6% |
| 10Y | +140.4% | +3.1% | +137.2% | +78.7% |
| All | +140.4% | +3.3% | +137.1% | +78.7% |
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