-0.9%
BA vs CAH
+414.2%
-415.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +1.2% | +5.4% | -4.2% | -0.2% |
| 30D | -11.6% | +3.3% | -15.0% | -12.4% |
| 3M | -2.4% | +22.8% | -25.2% | -7.2% |
| 6M | -6.6% | +11.3% | -17.9% | -9.1% |
| YTD | -2.2% | +21.1% | -23.4% | -7.3% |
| 1Y | -8.0% | +67.2% | -75.3% | -22.0% |
| 3Y | -5.0% | +195.6% | -200.6% | -38.6% |
| All | -0.9% | +414.2% | -415.2% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling