+6,311.6%
CI vs BWA
+2,496.1%
+3,815.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -3.4% |
| 7D | -1.6% | -5.5% | +3.9% | -0.1% |
| 30D | +5.4% | -21.7% | +27.1% | +12.6% |
| 3M | +7.3% | -25.6% | +32.9% | +15.8% |
| 6M | +5.3% | -17.4% | +22.7% | +9.3% |
| YTD | +8.5% | +9.2% | -0.7% | +2.5% |
| 1Y | +17.1% | +9.7% | +7.4% | +10.4% |
| 3Y | +1.4% | +54.6% | -53.2% | -16.4% |
| 5Y | +50.5% | +26.8% | +23.7% | +27.0% |
| 10Y | +168.5% | +89.0% | +79.5% | +89.0% |
| All | +6,311.6% | +2,496.1% | +3,815.4% | +2,324.6% |
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