+1,462.0%
BA vs CMS
+475.9%
+986.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -0.1% | +1.7% | -1.8% | -0.5% |
| 30D | -9.1% | +8.6% | -17.7% | -11.3% |
| 3M | -28.2% | -0.5% | -27.7% | -28.1% |
| 6M | -23.1% | -4.2% | -18.9% | -22.4% |
| YTD | -20.6% | +3.4% | -24.0% | -21.6% |
| 1Y | -12.7% | +0.4% | -13.1% | -13.2% |
| 3Y | -11.6% | +38.2% | -49.8% | -20.7% |
| 5Y | -23.1% | +35.4% | -58.6% | -31.3% |
| 10Y | +34.4% | +131.7% | -97.3% | +5.1% |
| All | +1,462.0% | +475.9% | +986.1% | +841.7% |
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