+73.9%
BA vs CG
+362.4%
-288.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.6% |
| 7D | +1.2% | -4.3% | +5.5% | +3.4% |
| 30D | -11.6% | -5.1% | -6.5% | -9.6% |
| 3M | -2.4% | +8.7% | -11.1% | -6.9% |
| 6M | -6.6% | -9.2% | +2.6% | -3.2% |
| YTD | -2.2% | -18.9% | +16.6% | +6.2% |
| 1Y | -8.0% | -25.6% | +17.6% | +3.4% |
| 3Y | -5.0% | +57.3% | -62.3% | -33.6% |
| 5Y | -2.7% | +10.2% | -12.9% | -21.2% |
| All | +73.9% | +362.4% | -288.5% | -28.4% |
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