-10.6%
BA vs CB
+74.6%
-85.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.5% |
| 7D | -0.1% | +2.6% | -2.7% | -0.4% |
| 30D | -9.1% | +11.2% | -20.3% | -10.3% |
| 3M | -28.2% | +5.7% | -33.9% | -28.7% |
| 6M | -23.1% | +15.9% | -39.0% | -24.9% |
| YTD | -20.6% | +20.2% | -40.7% | -23.1% |
| 1Y | -12.7% | +32.4% | -45.1% | -17.6% |
| All | -10.6% | +74.6% | -85.2% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling