+1,502.7%
BA vs CP
+7,925.2%
-6,422.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +0.6% |
| 7D | +5.9% | +5.6% | +0.3% | +3.4% |
| 30D | -8.2% | +10.0% | -18.2% | -12.1% |
| 3M | -25.4% | +4.4% | -29.8% | -27.0% |
| 6M | -20.0% | +14.1% | -34.1% | -24.9% |
| YTD | -18.5% | +29.1% | -47.5% | -27.9% |
| 1Y | -10.6% | +34.6% | -45.2% | -22.5% |
| 3Y | -9.3% | +29.8% | -39.0% | -21.0% |
| 5Y | -16.9% | +28.7% | -45.6% | -27.9% |
| 10Y | +37.9% | +267.3% | -229.5% | -20.2% |
| All | +1,502.7% | +7,925.2% | -6,422.5% | +192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling