+5.9%
CI vs BB
+59.1%
-53.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.3% | -5.6% | +6.9% | +1.3% |
| 30D | +4.4% | -11.8% | +16.2% | +4.4% |
| 3M | +0.7% | -25.5% | +26.2% | +0.6% |
| 6M | +0.3% | +121.3% | -120.9% | +0.2% |
| YTD | +3.8% | +103.2% | -99.4% | +3.6% |
| 1Y | -5.5% | +102.6% | -108.1% | -5.8% |
| All | +5.9% | +59.1% | -53.2% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling