+25.9%
BA vs CG
+304.6%
-278.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.3% |
| 7D | 0.0% | +2.0% | -1.9% | -1.2% |
| 30D | -8.9% | +8.5% | -17.5% | -13.0% |
| 3M | -25.5% | -12.1% | -13.4% | -21.2% |
| 6M | -27.0% | -16.4% | -10.5% | -21.1% |
| YTD | -20.1% | -28.0% | +7.8% | -8.5% |
| 1Y | -11.0% | -18.9% | +7.9% | -4.5% |
| 3Y | -11.8% | +51.2% | -63.1% | -37.7% |
| 5Y | -20.6% | -15.9% | -4.8% | -24.9% |
| All | +25.9% | +304.6% | -278.7% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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