-20.6%
BA vs CPB
-33.2%
+12.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | 0.0% | +2.9% | -2.8% | 0.0% |
| 30D | -8.9% | +17.6% | -26.5% | -9.0% |
| 3M | -25.5% | +2.0% | -27.6% | -25.5% |
| 6M | -27.0% | +11.6% | -38.6% | -27.1% |
| YTD | -20.1% | -13.8% | -6.4% | -20.2% |
| 1Y | -11.0% | -21.6% | +10.6% | -11.2% |
| 3Y | -11.8% | -35.8% | +24.0% | -13.7% |
| 5Y | -20.6% | -33.3% | +12.6% | -24.4% |
| All | -20.6% | -33.2% | +12.5% | -24.4% |
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