-21.0%
BA vs CG
-16.6%
-4.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.1% |
| 7D | 0.0% | +2.0% | -1.9% | -0.9% |
| 30D | -8.9% | +8.5% | -17.5% | -12.1% |
| 3M | -25.5% | -12.1% | -13.4% | -22.1% |
| 6M | -27.0% | -16.4% | -10.5% | -22.3% |
| YTD | -20.1% | -28.0% | +7.8% | -10.8% |
| 1Y | -11.0% | -18.9% | +7.9% | -5.7% |
| 3Y | -11.8% | +51.2% | -63.1% | -33.0% |
| All | -21.0% | -16.6% | -4.4% | -20.5% |
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 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