+89.8%
BA vs CFG
+396.4%
-306.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +1.2% | +1.5% | -0.4% | +0.3% |
| 30D | -11.6% | -3.8% | -7.8% | -9.7% |
| 3M | -2.4% | +11.5% | -13.9% | -8.3% |
| 6M | -6.6% | +19.2% | -25.8% | -15.6% |
| YTD | -2.2% | +23.7% | -25.9% | -14.1% |
| 1Y | -8.0% | +38.8% | -46.9% | -24.7% |
| 3Y | -5.0% | +178.9% | -183.9% | -50.5% |
| 5Y | -2.7% | +101.8% | -104.5% | -40.9% |
| 10Y | +75.9% | +317.3% | -241.4% | -32.3% |
| All | +89.8% | +396.4% | -306.5% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling