+1,821.9%
BA vs CMS
+457.8%
+1,364.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | -11.6% | -3.6% | -8.0% | -10.7% |
| 3M | -2.4% | -1.9% | -0.5% | -2.0% |
| 6M | -6.6% | -11.0% | +4.3% | -3.7% |
| YTD | -2.2% | +0.2% | -2.4% | -2.6% |
| 1Y | -8.0% | -1.3% | -6.7% | -8.1% |
| 3Y | -5.0% | +35.9% | -40.9% | -14.4% |
| 5Y | -2.7% | +23.1% | -25.8% | -10.6% |
| 10Y | +75.9% | +117.9% | -42.0% | +39.9% |
| All | +1,821.9% | +457.8% | +1,364.1% | +1,069.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling