+72.3%
BA vs CAH
+292.2%
-219.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.3% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | -10.1% | +1.7% | -11.8% | -10.8% |
| 3M | -2.4% | +17.9% | -20.3% | -8.6% |
| 6M | -8.8% | +10.9% | -19.8% | -12.9% |
| YTD | -2.9% | +17.9% | -20.8% | -10.1% |
| 1Y | -8.8% | +61.7% | -70.4% | -27.0% |
| 3Y | -0.3% | +183.7% | -184.0% | -39.7% |
| 5Y | -0.3% | +401.3% | -401.6% | -54.8% |
| 10Y | +72.3% | +293.7% | -221.3% | -22.9% |
| All | +72.3% | +292.2% | -219.9% | -22.9% |
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