+23.4%
BA vs CAH
+412.5%
-389.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -1.8% |
| 7D | -0.6% | +3.9% | -4.4% | -2.0% |
| 30D | -8.0% | +16.0% | -24.0% | -13.3% |
| 3M | -25.8% | +19.1% | -44.9% | -30.8% |
| 6M | -27.6% | +53.0% | -80.6% | -39.1% |
| YTD | -21.0% | +36.6% | -57.6% | -31.1% |
| 1Y | -12.3% | +37.4% | -49.7% | -23.7% |
| 3Y | -12.8% | +178.8% | -191.6% | -46.6% |
| 5Y | -22.4% | +498.6% | -520.9% | -67.8% |
| All | +23.4% | +412.5% | -389.2% | -50.7% |
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