-8.8%
BA vs CAH
+62.3%
-71.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.8% |
| 7D | +2.5% | +0.5% | +2.0% | +2.5% |
| 30D | -10.1% | +1.7% | -11.8% | -10.0% |
| 3M | -2.4% | +17.9% | -20.3% | -0.8% |
| 6M | -8.8% | +10.9% | -19.8% | -7.6% |
| YTD | -2.9% | +17.9% | -20.8% | -0.3% |
| 1Y | -8.8% | +61.7% | -70.4% | -4.4% |
| All | -8.8% | +62.3% | -71.1% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling