+42.5%
CI vs BP
+128.1%
-85.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +1.3% | +3.9% | -2.6% | +0.7% |
| 30D | +4.4% | +7.6% | -3.2% | +3.2% |
| 3M | +0.7% | +0.7% | 0.0% | +0.2% |
| 6M | +0.3% | +15.5% | -15.1% | -2.6% |
| YTD | +3.8% | +30.8% | -27.0% | -1.5% |
| 1Y | -5.5% | +34.3% | -39.8% | -10.9% |
| 3Y | +8.1% | +35.1% | -26.9% | +1.0% |
| All | +42.5% | +128.1% | -85.6% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling