-0.9%
BA vs CAG
-40.1%
+39.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +1.2% | -3.8% | +4.9% | +1.6% |
| 30D | -11.6% | +3.1% | -14.8% | -12.0% |
| 3M | -2.4% | +23.5% | -25.9% | -4.8% |
| 6M | -6.6% | -14.8% | +8.2% | -5.2% |
| YTD | -2.2% | -5.4% | +3.2% | -1.9% |
| 1Y | -8.0% | -11.8% | +3.8% | -7.0% |
| 3Y | -5.0% | -36.7% | +31.7% | -1.0% |
| All | -0.9% | -40.1% | +39.1% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling