-12.3%
BA vs CFG
+27.4%
-39.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -0.6% | +1.6% | -2.2% | -1.1% |
| 30D | -8.0% | +3.3% | -11.3% | -9.0% |
| 3M | -25.8% | -11.5% | -14.3% | -22.7% |
| 6M | -27.6% | +6.2% | -33.8% | -28.3% |
| YTD | -21.0% | +14.3% | -35.2% | -22.4% |
| 1Y | -12.3% | +26.7% | -39.0% | -14.0% |
| All | -12.3% | +27.4% | -39.7% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling