-16.2%
BA vs CARR
+10.4%
-26.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.1% | +3.5% | -4.6% | -2.1% |
| 30D | -7.1% | +0.4% | -7.5% | -7.4% |
| 3M | -25.5% | -14.1% | -11.5% | -22.3% |
| 6M | -28.7% | -16.7% | -12.0% | -25.5% |
| YTD | -21.0% | +4.2% | -25.2% | -24.1% |
| 1Y | -11.9% | -0.2% | -11.7% | -14.2% |
| 3Y | -16.2% | +10.9% | -27.0% | -19.9% |
| All | -16.2% | +10.4% | -26.6% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 3y: compounded portfolio wealth divided by compounded CARR 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…
3y analysis · Full analysis span regression · 6 months rolling