+334.1%
BA vs CMG
+4,006.7%
-3,672.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.3% |
| 7D | +1.2% | -2.8% | +4.0% | +1.9% |
| 30D | -11.6% | +7.1% | -18.8% | -13.4% |
| 3M | -2.4% | +31.2% | -33.5% | -10.3% |
| 6M | -6.6% | +0.7% | -7.3% | -8.0% |
| YTD | -2.2% | -0.1% | -2.1% | -3.7% |
| 1Y | -8.0% | -10.7% | +2.7% | -7.2% |
| 3Y | -5.0% | -4.7% | -0.3% | -7.8% |
| 5Y | -2.7% | -3.8% | +1.0% | -7.3% |
| 10Y | +75.9% | +352.5% | -276.6% | +9.3% |
| All | +334.1% | +4,006.7% | -3,672.6% | +42.7% |
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 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