+1,462.0%
BA vs CAG
+614.4%
+847.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.3% | -3.2% |
| 7D | -0.1% | +11.4% | -11.4% | -2.9% |
| 30D | -9.1% | +16.7% | -25.8% | -12.8% |
| 3M | -28.2% | +4.5% | -32.7% | -29.3% |
| 6M | -23.1% | +13.3% | -36.5% | -26.2% |
| YTD | -20.6% | -4.2% | -16.4% | -20.7% |
| 1Y | -12.7% | -2.9% | -9.8% | -13.3% |
| 3Y | -11.6% | -33.2% | +21.6% | -5.0% |
| 5Y | -23.1% | -38.4% | +15.2% | -16.3% |
| 10Y | +34.4% | -36.4% | +70.7% | +38.2% |
| All | +1,462.0% | +614.4% | +847.6% | +615.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling