-24.6%
BA vs CMG
+3.7%
-28.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +0.8% |
| 7D | +1.1% | +8.0% | -6.9% | +0.3% |
| 30D | -7.9% | +11.9% | -19.8% | -9.3% |
| 3M | -25.3% | +2.1% | -27.5% | -25.9% |
| 6M | -24.6% | +5.2% | -29.7% | -25.8% |
| All | -24.6% | +3.7% | -28.3% | -25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling