-21.9%
BA vs CFG
+68.3%
-90.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.9% |
| 7D | -1.7% | +0.3% | -2.0% | -1.9% |
| 30D | -9.5% | +3.2% | -12.7% | -10.7% |
| 3M | -26.5% | -9.7% | -16.8% | -23.2% |
| 6M | -27.4% | +3.6% | -31.0% | -28.7% |
| YTD | -20.6% | +14.7% | -35.3% | -25.8% |
| 1Y | -11.4% | +29.6% | -41.0% | -21.7% |
| 3Y | -10.8% | +190.6% | -201.4% | -47.8% |
| 5Y | -21.9% | +67.1% | -89.0% | -39.3% |
| All | -21.9% | +68.3% | -90.3% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling