-23.1%
BA vs CG
-19.3%
-3.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.5% | +4.0% | +0.1% |
| 7D | -0.1% | -1.5% | +1.4% | +0.4% |
| 30D | -9.1% | +2.8% | -11.9% | -10.2% |
| 3M | -28.2% | -19.2% | -8.9% | -21.7% |
| 6M | -23.1% | -21.0% | -2.2% | -16.6% |
| All | -23.1% | -19.3% | -3.8% | -16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling