-23.1%
BA vs CPB
-31.1%
+8.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.5% |
| 7D | -0.1% | +11.6% | -11.7% | -0.2% |
| 30D | -9.1% | +23.3% | -32.4% | -9.2% |
| 3M | -28.2% | +1.6% | -29.8% | -28.1% |
| 6M | -23.1% | +13.9% | -37.1% | -23.2% |
| YTD | -20.6% | -11.7% | -8.9% | -20.6% |
| 1Y | -12.7% | -18.2% | +5.5% | -12.9% |
| 3Y | -11.6% | -35.2% | +23.6% | -13.4% |
| 5Y | -23.1% | -30.5% | +7.4% | -27.8% |
| All | -23.1% | -31.1% | +8.0% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling