+58.3%
BA vs CFG
+365.8%
-307.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.2% | +0.8% |
| 7D | +5.9% | +1.8% | +4.1% | +4.9% |
| 30D | -8.2% | +3.3% | -11.4% | -9.8% |
| 3M | -25.4% | -9.8% | -15.5% | -21.1% |
| 6M | -20.0% | +5.2% | -25.2% | -22.6% |
| YTD | -18.5% | +16.1% | -34.6% | -25.8% |
| 1Y | -10.6% | +33.7% | -44.3% | -25.1% |
| 3Y | -9.3% | +181.2% | -190.5% | -52.8% |
| 5Y | -16.9% | +69.1% | -86.0% | -43.8% |
| 10Y | +37.9% | +264.3% | -226.4% | -43.6% |
| All | +58.3% | +365.8% | -307.5% | -40.4% |
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