+26.6%
BA vs CAG
-38.9%
+65.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.7% |
| 7D | 0.0% | +6.6% | -6.6% | -1.1% |
| 30D | -8.9% | +13.9% | -22.8% | -11.0% |
| 3M | -25.5% | +4.0% | -29.6% | -26.2% |
| 6M | -27.0% | +10.0% | -36.9% | -28.5% |
| YTD | -20.1% | -6.1% | -14.0% | -19.8% |
| 1Y | -11.0% | -4.3% | -6.7% | -11.1% |
| 3Y | -11.8% | -34.6% | +22.7% | -6.9% |
| 5Y | -20.6% | -39.4% | +18.8% | -15.1% |
| 10Y | +26.6% | -34.2% | +60.8% | +29.8% |
| All | +26.6% | -38.9% | +65.5% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling