+8,060.4%
CI vs BP
+1,352.6%
+6,707.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.6% |
| 7D | +2.6% | -6.3% | +8.9% | +4.8% |
| 30D | +7.3% | -3.6% | +10.9% | +8.4% |
| 3M | +9.5% | +5.2% | +4.2% | +7.1% |
| 6M | +6.4% | +5.3% | +1.1% | +3.6% |
| YTD | +12.0% | +33.1% | -21.1% | -0.2% |
| 1Y | +20.1% | +26.3% | -6.2% | +8.8% |
| 3Y | +9.6% | +47.5% | -37.9% | -8.2% |
| 5Y | +52.7% | +106.2% | -53.5% | +10.0% |
| 10Y | +150.3% | +127.0% | +23.3% | +64.6% |
| All | +8,060.4% | +1,352.6% | +6,707.8% | +3,258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling