+51.2%
CI vs BWA
+27.4%
+23.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.2% | +4.3% | -3.1% | +0.8% |
| 30D | +2.6% | -13.0% | +15.6% | +3.8% |
| 3M | +7.4% | -24.8% | +32.3% | +10.2% |
| 6M | -0.1% | -23.5% | +23.4% | +2.0% |
| YTD | +9.7% | +13.8% | -4.1% | +6.4% |
| 1Y | +12.1% | +13.4% | -1.3% | +8.7% |
| 3Y | +7.0% | +62.8% | -55.7% | -1.9% |
| All | +51.2% | +27.4% | +23.8% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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