+20.1%
CI vs BB
+98.3%
-78.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.5% |
| 7D | +2.6% | +11.6% | -9.0% | +2.6% |
| 30D | +7.3% | +2.6% | +4.7% | +7.2% |
| 3M | +9.5% | +3.5% | +6.0% | +9.4% |
| 6M | +6.4% | +43.5% | -37.1% | +2.8% |
| YTD | +12.0% | +141.2% | -129.2% | +3.7% |
| 1Y | +20.1% | +97.4% | -77.3% | +10.1% |
| All | +20.1% | +98.3% | -78.2% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling