+31.8%
BA vs CB
+248.0%
-216.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.8% |
| 7D | +1.1% | +0.2% | +0.8% | +0.9% |
| 30D | -7.9% | +9.1% | -17.0% | -13.7% |
| 3M | -25.3% | +3.4% | -28.7% | -27.4% |
| 6M | -24.6% | +14.1% | -38.7% | -32.7% |
| YTD | -20.1% | +18.0% | -38.2% | -31.1% |
| 1Y | -11.8% | +30.1% | -41.9% | -29.5% |
| 3Y | -10.1% | +71.8% | -81.9% | -45.2% |
| 5Y | -22.7% | +101.8% | -124.6% | -60.2% |
| All | +31.8% | +248.0% | -216.2% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling