+1,237.7%
CI vs BB
+258.8%
+978.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.3% | -5.6% | +6.9% | +1.7% |
| 30D | +4.4% | -11.8% | +16.2% | +5.3% |
| 3M | +0.7% | -25.5% | +26.2% | +2.2% |
| 6M | +0.3% | +121.3% | -120.9% | -6.6% |
| YTD | +3.8% | +103.2% | -99.4% | -2.8% |
| 1Y | -5.5% | +102.6% | -108.1% | -11.9% |
| 3Y | +8.1% | +37.5% | -29.4% | +1.0% |
| 5Y | +42.8% | -30.4% | +73.2% | +38.0% |
| 10Y | +143.9% | 0.0% | +143.9% | +109.0% |
| All | +1,237.7% | +258.8% | +978.9% | +983.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling