-10.1%
BA vs CMG
-15.7%
+5.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +1.1% |
| 7D | +1.1% | +8.0% | -6.9% | -0.7% |
| 30D | -7.9% | +11.9% | -19.8% | -10.5% |
| 3M | -25.3% | +2.1% | -27.5% | -26.1% |
| 6M | -24.6% | +5.2% | -29.7% | -26.6% |
| YTD | -20.1% | -6.9% | -13.2% | -20.2% |
| 1Y | -11.8% | +12.7% | -24.4% | -16.5% |
| 3Y | -10.1% | -16.8% | +6.7% | -18.3% |
| All | -10.1% | -15.7% | +5.6% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling