-0.9%
BA vs CP
+32.0%
-33.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +1.2% | -2.7% | +3.8% | +2.5% |
| 30D | -11.6% | +0.2% | -11.8% | -11.8% |
| 3M | -2.4% | +2.6% | -4.9% | -3.9% |
| 6M | -6.6% | +6.0% | -12.6% | -9.8% |
| YTD | -2.2% | +24.9% | -27.2% | -13.4% |
| 1Y | -8.0% | +20.1% | -28.1% | -17.0% |
| 3Y | -5.0% | +16.4% | -21.4% | -14.7% |
| All | -0.9% | +32.0% | -33.0% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling