-16.2%
BA vs CAH
+180.6%
-196.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -1.1% | +3.5% | -4.5% | -1.4% |
| 30D | -7.1% | +13.5% | -20.6% | -8.3% |
| 3M | -25.5% | +21.8% | -47.4% | -26.9% |
| 6M | -28.7% | +51.5% | -80.2% | -30.7% |
| YTD | -21.0% | +38.1% | -59.1% | -22.8% |
| 1Y | -11.9% | +37.7% | -49.6% | -13.9% |
| 3Y | -16.2% | +179.6% | -195.8% | -25.0% |
| All | -16.2% | +180.6% | -196.7% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling