-12.3%
BA vs CB
+28.2%
-40.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -8.0% | +7.4% | -15.4% | -7.2% |
| 3M | -25.8% | +8.6% | -34.4% | -25.1% |
| 6M | -27.6% | +16.1% | -43.7% | -25.8% |
| YTD | -21.0% | +20.2% | -41.2% | -17.8% |
| 1Y | -12.3% | +27.2% | -39.5% | -9.9% |
| All | -12.3% | +28.2% | -40.5% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling