+28.1%
BA vs CAH
+427.0%
-398.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | -1.7% | +7.8% | -9.6% | -4.7% |
| 30D | -9.5% | +15.5% | -24.9% | -14.5% |
| 3M | -26.5% | +16.3% | -42.8% | -30.8% |
| 6M | -27.4% | +50.0% | -77.4% | -38.4% |
| YTD | -20.6% | +34.7% | -55.3% | -30.4% |
| 1Y | -11.4% | +35.9% | -47.4% | -22.7% |
| 3Y | -10.8% | +178.5% | -189.3% | -45.5% |
| 5Y | -21.9% | +515.7% | -537.6% | -68.1% |
| 10Y | +28.1% | +421.5% | -393.3% | -49.2% |
| All | +28.1% | +427.0% | -398.8% | -49.2% |
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