-10.1%
BA vs CAG
-34.1%
+23.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.5% |
| 7D | +1.1% | +5.8% | -4.7% | +1.0% |
| 30D | -7.9% | +16.4% | -24.3% | -8.0% |
| 3M | -25.3% | +3.8% | -29.1% | -25.4% |
| 6M | -24.6% | +10.8% | -35.4% | -24.7% |
| YTD | -20.1% | -5.8% | -14.3% | -20.2% |
| 1Y | -11.8% | -2.4% | -9.4% | -11.7% |
| 3Y | -10.1% | -33.4% | +23.3% | -10.9% |
| All | -10.1% | -34.1% | +23.9% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling