+26.8%
BA vs CAG
-35.6%
+62.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.0% | +1.1% |
| 7D | -1.4% | -1.8% | +0.4% | -1.1% |
| 30D | -7.9% | +9.7% | -17.6% | -9.4% |
| 3M | -25.2% | +0.5% | -25.6% | -25.4% |
| 6M | -26.7% | +8.9% | -35.7% | -28.1% |
| YTD | -19.6% | -8.4% | -11.3% | -19.0% |
| 1Y | -10.6% | -8.3% | -2.3% | -10.0% |
| 3Y | -11.2% | -36.1% | +24.9% | -5.9% |
| 5Y | -20.4% | -40.1% | +19.7% | -14.8% |
| 10Y | +26.8% | -36.9% | +63.6% | +30.8% |
| All | +26.8% | -35.6% | +62.3% | +30.8% |
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