+25.5%
BA vs CPB
-40.1%
+65.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.7% |
| 7D | -1.4% | -4.1% | +2.7% | -1.3% |
| 30D | -7.9% | +16.9% | -24.8% | -8.2% |
| 3M | -25.2% | -0.6% | -24.6% | -25.1% |
| 6M | -26.7% | +11.4% | -38.1% | -27.0% |
| YTD | -19.6% | -14.8% | -4.8% | -19.4% |
| 1Y | -10.6% | -24.8% | +14.2% | -10.2% |
| 3Y | -11.2% | -36.6% | +25.4% | -11.2% |
| 5Y | -20.4% | -33.3% | +12.9% | -20.5% |
| All | +25.5% | -40.1% | +65.6% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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