+23.3%
BA vs CMS
+140.2%
-116.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.8% |
| 7D | -1.1% | +1.7% | -2.8% | -1.9% |
| 30D | -7.1% | +6.2% | -13.3% | -9.7% |
| 3M | -25.5% | +0.6% | -26.2% | -25.8% |
| 6M | -28.7% | -1.8% | -27.0% | -28.5% |
| YTD | -21.0% | +3.8% | -24.9% | -23.0% |
| 1Y | -11.9% | -1.8% | -10.1% | -11.8% |
| 3Y | -16.2% | +39.8% | -56.0% | -31.9% |
| 5Y | -22.4% | +37.1% | -59.5% | -38.3% |
| All | +23.3% | +140.2% | -116.9% | -6.8% |
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