+23.3%
BA vs CPB
-38.9%
+62.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.1% |
| 7D | -1.1% | -1.6% | +0.5% | -1.1% |
| 30D | -7.1% | +19.2% | -26.3% | -7.5% |
| 3M | -25.5% | -0.9% | -24.6% | -25.5% |
| 6M | -28.7% | +15.2% | -44.0% | -29.0% |
| YTD | -21.0% | -13.1% | -7.9% | -20.9% |
| 1Y | -11.9% | -22.4% | +10.6% | -11.6% |
| 3Y | -16.2% | -35.3% | +19.1% | -16.2% |
| 5Y | -22.4% | -33.0% | +10.6% | -22.4% |
| All | +23.3% | -38.9% | +62.2% | +18.5% |
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