+28.1%
BA vs CMS
+127.7%
-99.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -1.7% | -0.9% | -0.8% | -1.3% |
| 30D | -9.5% | +7.1% | -16.5% | -12.3% |
| 3M | -26.5% | -1.3% | -25.2% | -26.1% |
| 6M | -27.4% | -2.7% | -24.7% | -26.9% |
| YTD | -20.6% | +2.6% | -23.2% | -22.1% |
| 1Y | -11.4% | -2.0% | -9.4% | -11.3% |
| 3Y | -10.8% | +39.6% | -50.5% | -27.6% |
| 5Y | -21.9% | +35.3% | -57.3% | -37.5% |
| 10Y | +28.1% | +132.3% | -104.2% | -0.7% |
| All | +28.1% | +127.7% | -99.6% | -0.7% |
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