+254.6%
BA vs CMG
+3,725.6%
-3,470.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +1.3% |
| 7D | +1.1% | +8.0% | -6.9% | -1.0% |
| 30D | -7.9% | +11.9% | -19.8% | -11.0% |
| 3M | -25.3% | +2.1% | -27.5% | -26.2% |
| 6M | -24.6% | +5.2% | -29.7% | -26.8% |
| YTD | -20.1% | -6.9% | -13.2% | -20.1% |
| 1Y | -11.8% | +12.7% | -24.4% | -16.5% |
| 3Y | -10.1% | -16.8% | +6.7% | -9.7% |
| 5Y | -22.7% | -4.1% | -18.7% | -26.5% |
| 10Y | +35.1% | +364.7% | -329.7% | -16.4% |
| All | +254.6% | +3,725.6% | -3,470.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling