+142.2%
CI vs BBWI
-41.3%
+183.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.4% |
| 7D | +0.1% | -6.2% | +6.3% | +1.0% |
| 30D | +4.7% | +25.5% | -20.8% | +1.3% |
| 3M | +5.2% | +8.0% | -2.8% | +3.6% |
| 6M | +3.8% | +12.7% | -8.9% | +0.9% |
| YTD | +9.2% | +11.6% | -2.4% | +5.4% |
| 1Y | +14.3% | -0.9% | +15.2% | +11.4% |
| 3Y | +8.4% | -22.7% | +31.1% | +5.9% |
| 5Y | +50.0% | -67.2% | +117.2% | +64.3% |
| 10Y | +142.2% | -43.7% | +185.9% | +86.4% |
| All | +142.2% | -41.3% | +183.5% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling