+1.4%
CI vs BB
+132.4%
-131.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -2.6% |
| 7D | -1.6% | +3.8% | -5.4% | -1.5% |
| 30D | +5.4% | -0.3% | +5.8% | +5.4% |
| 3M | +7.3% | -0.5% | +7.7% | +7.3% |
| 6M | +5.3% | +45.9% | -40.6% | +5.3% |
| YTD | +8.5% | +130.6% | -122.1% | +8.9% |
| 1Y | +17.1% | +89.2% | -72.1% | +17.2% |
| 3Y | +1.4% | +137.5% | -136.1% | -0.2% |
| All | +1.4% | +132.4% | -131.0% | -0.2% |
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