-8.3%
BA vs CF
+47.5%
-55.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.5% | +2.1% |
| 7D | +5.9% | -6.9% | +12.8% | +5.9% |
| 30D | -8.2% | -3.7% | -4.4% | -8.2% |
| 3M | -25.4% | -5.0% | -20.4% | -25.4% |
| 6M | -20.0% | -10.5% | -9.6% | -20.0% |
| YTD | -18.5% | +46.5% | -65.0% | -26.7% |
| 1Y | -10.6% | +34.8% | -45.4% | -18.3% |
| All | -8.3% | +47.5% | -55.8% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling