-23.1%
BA vs CMS
+36.2%
-59.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -0.1% | +1.7% | -1.8% | -0.4% |
| 30D | -9.1% | +8.6% | -17.7% | -10.5% |
| 3M | -28.2% | -0.5% | -27.7% | -28.2% |
| 6M | -23.1% | -4.2% | -18.9% | -22.7% |
| YTD | -20.6% | +3.4% | -24.0% | -21.2% |
| 1Y | -12.7% | +0.4% | -13.1% | -13.0% |
| 3Y | -11.6% | +38.2% | -49.8% | -19.6% |
| 5Y | -23.1% | +35.4% | -58.6% | -28.6% |
| All | -23.1% | +36.2% | -59.3% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling