+6,035.8%
CI vs BWA
+3,492.4%
+2,543.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.1% |
| 7D | +1.3% | +5.7% | -4.4% | -0.3% |
| 30D | +4.4% | +1.4% | +3.0% | +3.8% |
| 3M | +0.7% | -12.1% | +12.7% | +3.6% |
| 6M | +0.3% | +28.6% | -28.2% | -7.9% |
| YTD | +3.8% | +51.1% | -47.3% | -10.1% |
| 1Y | -5.5% | +55.9% | -61.4% | -19.2% |
| 3Y | +8.1% | +70.1% | -62.0% | -13.0% |
| 5Y | +42.8% | +90.7% | -47.9% | +7.4% |
| 10Y | +143.9% | +154.0% | -10.1% | +58.3% |
| All | +6,035.8% | +3,492.4% | +2,543.4% | +2,027.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling