-16.9%
BA vs CF
+111.0%
-127.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.5% | +2.5% |
| 7D | +5.9% | -6.9% | +12.8% | +6.5% |
| 30D | -8.2% | -3.7% | -4.4% | -7.9% |
| 3M | -25.4% | -5.0% | -20.4% | -25.2% |
| 6M | -20.0% | -10.5% | -9.6% | -19.7% |
| YTD | -18.5% | +46.5% | -65.0% | -26.4% |
| 1Y | -10.6% | +34.8% | -45.4% | -18.1% |
| 3Y | -9.3% | +46.7% | -55.9% | -19.6% |
| 5Y | -16.9% | +112.0% | -128.9% | -41.1% |
| All | -16.9% | +111.0% | -127.9% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling