-22.1%
BA vs CG
-22.2%
0.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +1.1% | -1.2% | +2.3% | +1.5% |
| 30D | -7.9% | +5.0% | -12.9% | -9.9% |
| 3M | -25.3% | -18.2% | -7.1% | -19.5% |
| 6M | -24.6% | -20.7% | -3.9% | -18.0% |
| YTD | -20.1% | -31.4% | +11.3% | -9.0% |
| 1Y | -11.8% | -22.3% | +10.5% | -4.8% |
| 3Y | -10.1% | +50.2% | -60.3% | -31.6% |
| All | -22.1% | -22.2% | 0.0% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling