+49.3%
CI vs BP
+112.5%
-63.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -3.0% | -1.9% |
| 7D | -1.7% | +2.5% | -4.2% | -2.1% |
| 30D | +4.9% | -5.6% | +10.4% | +5.7% |
| 3M | +7.4% | +8.0% | -0.7% | +5.9% |
| 6M | +0.4% | +5.7% | -5.3% | -0.9% |
| YTD | +9.5% | +36.8% | -27.4% | +3.1% |
| 1Y | +12.0% | +30.7% | -18.7% | +6.2% |
| 3Y | +7.1% | +51.6% | -44.5% | -2.2% |
| 5Y | +49.3% | +112.2% | -62.9% | +20.3% |
| All | +49.3% | +112.5% | -63.2% | +20.3% |
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