-0.9%
BA vs CSGP
-64.7%
+63.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.4% |
| 7D | +1.2% | -4.1% | +5.2% | +2.1% |
| 30D | -11.6% | +2.3% | -13.9% | -12.3% |
| 3M | -2.4% | -8.2% | +5.8% | -1.1% |
| 6M | -6.6% | -35.1% | +28.4% | +3.0% |
| YTD | -2.2% | -54.0% | +51.8% | +17.4% |
| 1Y | -8.0% | -65.3% | +57.3% | +19.9% |
| 3Y | -5.0% | -62.6% | +57.6% | +17.7% |
| All | -0.9% | -64.7% | +63.8% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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