-20.0%
BA vs CP
+10.4%
-30.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +1.6% |
| 7D | +5.9% | +5.6% | +0.3% | +5.2% |
| 30D | -8.2% | +10.0% | -18.2% | -9.7% |
| 3M | -25.4% | +4.4% | -29.8% | -25.6% |
| 6M | -20.0% | +14.1% | -34.1% | -22.0% |
| All | -20.0% | +10.4% | -30.4% | -22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling