+31.8%
BA vs CMS
+125.4%
-93.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.5% |
| 7D | +1.1% | -1.3% | +2.4% | +1.7% |
| 30D | -7.9% | +6.3% | -14.2% | -10.5% |
| 3M | -25.3% | -2.1% | -23.3% | -24.7% |
| 6M | -24.6% | -5.1% | -19.5% | -23.2% |
| YTD | -20.1% | +1.3% | -21.4% | -21.2% |
| 1Y | -11.8% | -1.4% | -10.4% | -12.0% |
| 3Y | -10.1% | +36.9% | -47.1% | -26.2% |
| 5Y | -22.7% | +32.5% | -55.3% | -37.4% |
| All | +31.8% | +125.4% | -93.7% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling