+23.4%
BA vs CP
+259.0%
-235.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.3% |
| 7D | -0.6% | +0.9% | -1.4% | -1.2% |
| 30D | -8.0% | +10.3% | -18.4% | -14.2% |
| 3M | -25.8% | +2.3% | -28.1% | -27.3% |
| 6M | -27.6% | +10.7% | -38.3% | -33.1% |
| YTD | -21.0% | +29.3% | -50.3% | -35.1% |
| 1Y | -12.3% | +31.5% | -43.7% | -28.8% |
| 3Y | -12.8% | +36.7% | -49.5% | -33.7% |
| 5Y | -22.4% | +26.8% | -49.2% | -39.4% |
| All | +23.4% | +259.0% | -235.7% | -49.8% |
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