+7,463.6%
CI vs BBWI
+1,034.6%
+6,428.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.2% | -1.9% |
| 7D | +1.3% | +1.5% | -0.2% | +0.9% |
| 30D | +4.4% | -5.2% | +9.6% | +5.3% |
| 3M | +0.7% | +11.1% | -10.5% | -2.5% |
| 6M | +0.3% | -13.4% | +13.7% | +1.4% |
| YTD | +3.8% | +0.1% | +3.7% | +1.1% |
| 1Y | -5.5% | -36.1% | +30.6% | -0.1% |
| 3Y | +8.1% | -44.1% | +52.2% | +11.7% |
| 5Y | +42.8% | -66.2% | +109.0% | +56.9% |
| 10Y | +143.9% | -54.8% | +198.7% | +110.8% |
| All | +7,463.6% | +1,034.6% | +6,428.9% | +2,329.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling