+1,297.9%
CI vs BB
+307.3%
+990.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -2.9% |
| 7D | -1.6% | +3.8% | -5.4% | -1.9% |
| 30D | +5.4% | -0.3% | +5.8% | +5.2% |
| 3M | +7.3% | -0.5% | +7.7% | +6.8% |
| 6M | +5.3% | +45.9% | -40.6% | +1.0% |
| YTD | +8.5% | +130.6% | -122.1% | +0.2% |
| 1Y | +17.1% | +89.2% | -72.1% | +9.7% |
| 3Y | +1.4% | +137.5% | -136.1% | -9.3% |
| 5Y | +50.5% | -20.9% | +71.4% | +43.8% |
| 10Y | +168.5% | +25.4% | +143.1% | +125.3% |
| All | +1,297.9% | +307.3% | +990.6% | +1,017.2% |
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 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