+23.3%
BA vs CAH
+418.0%
-394.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -1.1% | +3.5% | -4.5% | -2.4% |
| 30D | -7.1% | +13.5% | -20.6% | -11.6% |
| 3M | -25.5% | +21.8% | -47.4% | -31.2% |
| 6M | -28.7% | +51.5% | -80.2% | -39.8% |
| YTD | -21.0% | +38.1% | -59.1% | -31.4% |
| 1Y | -11.9% | +37.7% | -49.6% | -23.4% |
| 3Y | -16.2% | +179.6% | -195.8% | -48.7% |
| 5Y | -22.4% | +504.9% | -527.3% | -68.0% |
| All | +23.3% | +418.0% | -394.7% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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