+73.5%
BA vs CP
+220.9%
-147.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +1.2% | -2.7% | +3.8% | +2.9% |
| 30D | -11.6% | +0.2% | -11.8% | -11.9% |
| 3M | -2.4% | +2.6% | -4.9% | -4.5% |
| 6M | -6.6% | +6.0% | -12.6% | -10.9% |
| YTD | -2.2% | +24.9% | -27.2% | -17.3% |
| 1Y | -8.0% | +20.1% | -28.1% | -20.3% |
| 3Y | -5.0% | +16.4% | -21.4% | -18.5% |
| 5Y | -2.7% | +31.7% | -34.5% | -26.5% |
| All | +73.5% | +220.9% | -147.4% | -24.8% |
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