+252.5%
BA vs CMG
+3,871.1%
-3,618.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -1.6% |
| 7D | -1.7% | +8.6% | -10.3% | -4.0% |
| 30D | -9.5% | +13.1% | -22.6% | -12.6% |
| 3M | -26.5% | +9.0% | -35.5% | -28.6% |
| 6M | -27.4% | +10.0% | -37.4% | -30.3% |
| YTD | -20.6% | -3.4% | -17.2% | -21.4% |
| 1Y | -11.4% | +16.8% | -28.3% | -17.0% |
| 3Y | -10.8% | -14.7% | +3.9% | -11.0% |
| 5Y | -21.9% | -1.5% | -20.4% | -26.3% |
| 10Y | +28.1% | +383.6% | -355.5% | -21.6% |
| All | +252.5% | +3,871.1% | -3,618.6% | +16.4% |
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