+7,803.6%
CI vs BBWI
+1,142.2%
+6,661.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.6% | -1.9% |
| 7D | -1.6% | -6.2% | +4.6% | -0.3% |
| 30D | +5.4% | +19.9% | -14.5% | +1.4% |
| 3M | +7.3% | +7.1% | +0.1% | +4.9% |
| 6M | +5.3% | +13.7% | -8.4% | +0.7% |
| YTD | +8.5% | +9.6% | -1.1% | +3.2% |
| 1Y | +17.1% | -1.6% | +18.8% | +12.5% |
| 3Y | +1.4% | -25.9% | +27.3% | -1.7% |
| 5Y | +50.5% | -67.8% | +118.3% | +67.0% |
| 10Y | +168.5% | -43.5% | +212.0% | +119.3% |
| All | +7,803.6% | +1,142.2% | +6,661.4% | +2,378.5% |
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