+23.4%
BA vs CAG
-38.0%
+61.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.4% |
| 7D | -0.6% | -6.2% | +5.6% | +0.5% |
| 30D | -8.0% | +7.4% | -15.4% | -9.2% |
| 3M | -25.8% | -1.6% | -24.2% | -25.8% |
| 6M | -27.6% | +6.3% | -33.9% | -28.7% |
| YTD | -21.0% | -10.1% | -10.9% | -20.1% |
| 1Y | -12.3% | -10.2% | -2.0% | -11.3% |
| 3Y | -12.8% | -37.3% | +24.6% | -7.3% |
| 5Y | -22.4% | -41.6% | +19.2% | -16.5% |
| All | +23.4% | -38.0% | +61.4% | +28.0% |
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