-10.6%
BA vs CMS
+38.3%
-48.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -0.1% | +1.7% | -1.8% | -0.2% |
| 30D | -9.1% | +8.6% | -17.7% | -9.4% |
| 3M | -28.2% | -0.5% | -27.7% | -28.2% |
| 6M | -23.1% | -4.2% | -18.9% | -23.1% |
| YTD | -20.6% | +3.4% | -24.0% | -20.4% |
| 1Y | -12.7% | +0.4% | -13.1% | -12.5% |
| All | -10.6% | +38.3% | -48.9% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling