-10.8%
BA vs CG
+52.0%
-62.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.6% | -7.2% | -2.8% |
| 7D | -1.7% | +3.0% | -4.8% | -2.9% |
| 30D | -9.5% | +10.1% | -19.6% | -12.6% |
| 3M | -26.5% | -10.8% | -15.6% | -23.9% |
| 6M | -27.4% | -15.2% | -12.2% | -23.7% |
| YTD | -20.6% | -26.9% | +6.3% | -13.2% |
| 1Y | -11.4% | -17.0% | +5.6% | -7.7% |
| 3Y | -10.8% | +54.6% | -65.5% | -20.7% |
| All | -10.8% | +52.0% | -62.8% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling