-12.3%
BA vs CMS
-4.6%
-7.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -0.6% | -1.3% | +0.7% | -0.3% |
| 30D | -8.0% | +5.3% | -13.3% | -8.6% |
| 3M | -25.8% | -0.3% | -25.5% | -25.8% |
| 6M | -27.6% | -4.0% | -23.5% | -27.4% |
| YTD | -21.0% | +2.1% | -23.1% | -20.5% |
| 1Y | -12.3% | -4.7% | -7.5% | -11.2% |
| All | -12.3% | -4.6% | -7.7% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling