-11.5%
BA vs CP
+33.1%
-44.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.0% |
| 7D | -1.7% | +2.8% | -4.5% | -2.3% |
| 30D | -9.5% | +11.3% | -20.8% | -11.6% |
| 3M | -26.5% | +2.9% | -29.3% | -26.9% |
| 6M | -27.4% | +9.8% | -37.1% | -29.0% |
| YTD | -20.6% | +28.5% | -49.1% | -22.0% |
| All | -11.5% | +33.1% | -44.6% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling