+26.8%
BA vs CG
+299.0%
-272.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.4% |
| 7D | -1.4% | -3.8% | +2.4% | +0.3% |
| 30D | -7.9% | +7.5% | -15.4% | -11.6% |
| 3M | -25.2% | -14.4% | -10.8% | -19.9% |
| 6M | -26.7% | -15.7% | -11.1% | -21.2% |
| YTD | -19.6% | -29.0% | +9.4% | -7.2% |
| 1Y | -10.6% | -22.1% | +11.5% | -2.0% |
| 3Y | -11.2% | +49.1% | -60.4% | -36.8% |
| 5Y | -20.4% | -18.4% | -2.1% | -23.4% |
| 10Y | +26.8% | +295.1% | -268.3% | -42.7% |
| All | +26.8% | +299.0% | -272.2% | -42.7% |
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