+23.3%
BA vs CMG
+342.6%
-319.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -1.1% | +2.5% | -3.6% | -1.9% |
| 30D | -7.1% | +15.6% | -22.7% | -11.5% |
| 3M | -25.5% | +8.2% | -33.7% | -28.0% |
| 6M | -28.7% | +9.9% | -38.6% | -32.2% |
| YTD | -21.0% | -4.6% | -16.4% | -21.7% |
| 1Y | -11.9% | +12.4% | -24.3% | -17.5% |
| 3Y | -16.2% | -18.0% | +1.8% | -16.0% |
| 5Y | -22.4% | -5.3% | -17.1% | -28.2% |
| All | +23.3% | +342.6% | -319.3% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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