+1,462.0%
BA vs CPB
+366.5%
+1,095.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.7% |
| 7D | -0.1% | +11.6% | -11.7% | -2.6% |
| 30D | -9.1% | +23.3% | -32.4% | -13.6% |
| 3M | -28.2% | +1.6% | -29.8% | -28.8% |
| 6M | -23.1% | +13.9% | -37.1% | -26.1% |
| YTD | -20.6% | -11.7% | -8.9% | -19.2% |
| 1Y | -12.7% | -18.2% | +5.5% | -9.8% |
| 3Y | -11.6% | -35.2% | +23.6% | -5.5% |
| 5Y | -23.1% | -30.5% | +7.4% | -20.6% |
| 10Y | +34.4% | -37.1% | +71.5% | +34.6% |
| All | +1,462.0% | +366.5% | +1,095.4% | +630.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling