-20.6%
BA vs CMS
+35.4%
-56.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.5% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | -8.9% | +7.4% | -16.3% | -10.1% |
| 3M | -25.5% | +1.9% | -27.4% | -25.8% |
| 6M | -27.0% | -2.3% | -24.6% | -26.8% |
| YTD | -20.1% | +3.0% | -23.1% | -20.7% |
| 1Y | -11.0% | -2.8% | -8.2% | -10.7% |
| 3Y | -11.8% | +37.9% | -49.7% | -19.9% |
| 5Y | -20.6% | +34.0% | -54.6% | -26.1% |
| All | -20.6% | +35.4% | -56.0% | -26.1% |
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 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