+31.1%
BA vs CMS
+130.3%
-99.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -0.1% | +1.7% | -1.8% | -0.8% |
| 30D | -9.1% | +8.6% | -17.7% | -12.5% |
| 3M | -28.2% | -0.5% | -27.7% | -28.1% |
| 6M | -23.1% | -4.2% | -18.9% | -22.0% |
| YTD | -20.6% | +3.4% | -24.0% | -22.3% |
| 1Y | -12.7% | +0.4% | -13.1% | -13.6% |
| 3Y | -11.6% | +38.2% | -49.8% | -27.5% |
| 5Y | -23.1% | +35.4% | -58.6% | -38.3% |
| All | +31.1% | +130.3% | -99.2% | +3.1% |
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