+26.6%
BA vs CFG
+230.2%
-203.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | 0.0% | +0.7% | -0.7% | -0.4% |
| 30D | -8.9% | +2.8% | -11.7% | -10.4% |
| 3M | -25.5% | -10.1% | -15.4% | -21.0% |
| 6M | -27.0% | +3.2% | -30.1% | -28.6% |
| YTD | -20.1% | +14.2% | -34.3% | -27.0% |
| 1Y | -11.0% | +27.4% | -38.4% | -23.8% |
| 3Y | -11.8% | +187.6% | -199.4% | -56.1% |
| 5Y | -20.6% | +65.7% | -86.3% | -46.7% |
| 10Y | +26.6% | +219.7% | -193.1% | -43.8% |
| All | +26.6% | +230.2% | -203.6% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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