+31.8%
BA vs CF
+561.7%
-530.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +1.1% | -3.2% | +4.2% | +1.9% |
| 30D | -7.9% | +4.3% | -12.2% | -9.6% |
| 3M | -25.3% | +2.8% | -28.1% | -26.9% |
| 6M | -24.6% | +0.6% | -25.2% | -26.6% |
| YTD | -20.1% | +56.6% | -76.8% | -37.5% |
| 1Y | -11.8% | +49.6% | -61.4% | -29.7% |
| 3Y | -10.1% | +61.5% | -71.6% | -33.5% |
| 5Y | -22.7% | +124.0% | -146.7% | -57.0% |
| All | +31.8% | +561.7% | -530.0% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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