+1,973.7%
BA vs CB
+6,559.4%
-4,585.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.5% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | -11.6% | -3.1% | -8.5% | -10.7% |
| 3M | -2.4% | +9.0% | -11.3% | -5.9% |
| 6M | -6.6% | +2.9% | -9.5% | -8.3% |
| YTD | -2.2% | +10.1% | -12.4% | -6.6% |
| 1Y | -8.0% | +22.8% | -30.8% | -15.9% |
| 3Y | -5.0% | +73.8% | -78.8% | -24.7% |
| 5Y | -2.7% | +99.2% | -101.9% | -26.9% |
| 10Y | +75.9% | +218.2% | -142.3% | +15.5% |
| All | +1,973.7% | +6,559.4% | -4,585.7% | +620.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling