+271.0%
BA vs CF
+4,965.4%
-4,694.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.5% | +3.3% |
| 7D | +5.9% | -6.9% | +12.8% | +7.7% |
| 30D | -8.2% | -3.7% | -4.4% | -7.4% |
| 3M | -25.4% | -5.0% | -20.4% | -25.0% |
| 6M | -20.0% | -10.5% | -9.6% | -19.1% |
| YTD | -18.5% | +46.5% | -65.0% | -30.0% |
| 1Y | -10.6% | +34.8% | -45.4% | -21.5% |
| 3Y | -9.3% | +46.7% | -55.9% | -24.0% |
| 5Y | -16.9% | +112.0% | -128.9% | -40.6% |
| 10Y | +37.9% | +529.7% | -491.8% | -27.1% |
| All | +271.0% | +4,965.4% | -4,694.4% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling