-16.9%
BA vs CSGP
-61.6%
+44.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | +1.2% |
| 7D | +5.9% | +18.3% | -12.4% | +1.8% |
| 30D | -8.2% | +17.8% | -25.9% | -12.1% |
| 3M | -25.4% | +9.3% | -34.6% | -27.5% |
| 6M | -20.0% | -7.9% | -12.1% | -19.6% |
| YTD | -18.5% | -51.5% | +33.1% | -3.4% |
| 1Y | -10.6% | -53.3% | +42.7% | +6.9% |
| 3Y | -9.3% | -57.9% | +48.6% | +8.7% |
| 5Y | -16.9% | -61.3% | +44.4% | +8.1% |
| All | -16.9% | -61.6% | +44.7% | +8.1% |
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