+28.1%
BA vs CP
+261.0%
-232.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.9% |
| 7D | -1.7% | +2.8% | -4.5% | -3.5% |
| 30D | -9.5% | +11.3% | -20.8% | -16.0% |
| 3M | -26.5% | +2.9% | -29.3% | -28.2% |
| 6M | -27.4% | +9.8% | -37.1% | -32.6% |
| YTD | -20.6% | +28.5% | -49.1% | -34.5% |
| 1Y | -11.4% | +33.5% | -44.9% | -28.9% |
| 3Y | -10.8% | +31.9% | -42.8% | -30.5% |
| 5Y | -21.9% | +25.5% | -47.4% | -38.6% |
| 10Y | +28.1% | +257.6% | -229.4% | -47.5% |
| All | +28.1% | +261.0% | -232.8% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling