+139.1%
CI vs BBWI
-56.0%
+195.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.8% | -1.9% |
| 7D | -2.6% | +1.6% | -4.1% | -2.8% |
| 30D | -2.4% | -6.2% | +3.9% | -1.6% |
| 3M | -4.8% | +4.3% | -9.1% | -5.9% |
| 6M | +2.1% | -7.2% | +9.3% | +1.9% |
| YTD | +1.4% | -3.0% | +4.4% | +0.1% |
| 1Y | -6.8% | -30.8% | +24.0% | -3.9% |
| 3Y | +3.3% | -43.4% | +46.7% | +5.9% |
| 5Y | +41.1% | -66.7% | +107.8% | +53.4% |
| 10Y | +139.1% | -55.7% | +194.7% | +97.9% |
| All | +139.1% | -56.0% | +195.0% | +97.9% |
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