+28.1%
BA vs CAG
-38.3%
+66.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -1.7% | +4.6% | -6.3% | -2.5% |
| 30D | -9.5% | +14.7% | -24.1% | -11.6% |
| 3M | -26.5% | +2.4% | -28.8% | -26.9% |
| 6M | -27.4% | +10.7% | -38.1% | -28.9% |
| YTD | -20.6% | -5.5% | -15.1% | -20.4% |
| 1Y | -11.4% | -4.6% | -6.8% | -11.4% |
| 3Y | -10.8% | -34.4% | +23.6% | -6.0% |
| 5Y | -21.9% | -39.2% | +17.2% | -16.6% |
| 10Y | +28.1% | -39.0% | +67.1% | +33.1% |
| All | +28.1% | -38.3% | +66.4% | +33.1% |
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