+7,463.6%
CI vs BP
+1,327.5%
+6,136.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | +1.3% | +3.9% | -2.6% | 0.0% |
| 30D | +4.4% | +7.6% | -3.2% | +1.7% |
| 3M | +0.7% | +0.7% | 0.0% | -0.1% |
| 6M | +0.3% | +15.5% | -15.1% | -5.4% |
| YTD | +3.8% | +30.8% | -27.0% | -6.5% |
| 1Y | -5.5% | +34.3% | -39.8% | -16.0% |
| 3Y | +8.1% | +35.1% | -26.9% | -6.4% |
| 5Y | +42.8% | +126.8% | -84.0% | -0.5% |
| 10Y | +143.9% | +123.4% | +20.5% | +61.8% |
| All | +7,463.6% | +1,327.5% | +6,136.1% | +3,044.3% |
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 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