+140.4%
CI vs BP
+126.3%
+14.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.3% | -2.6% |
| 7D | -2.0% | +0.9% | -2.9% | -2.3% |
| 30D | -1.8% | +9.1% | -10.9% | -4.7% |
| 3M | -4.2% | +3.9% | -8.1% | -5.8% |
| 6M | +2.7% | +13.6% | -10.9% | -2.5% |
| YTD | +1.9% | +34.0% | -32.1% | -8.7% |
| 1Y | -6.3% | +39.2% | -45.4% | -17.4% |
| 3Y | +3.9% | +36.4% | -32.6% | -9.9% |
| 5Y | +41.9% | +135.8% | -93.9% | -5.1% |
| 10Y | +140.4% | +125.0% | +15.4% | +61.4% |
| All | +140.4% | +126.3% | +14.1% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling