-22.1%
BA vs CAH
+507.2%
-529.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.2% |
| 7D | +1.1% | +8.5% | -7.4% | -1.0% |
| 30D | -7.9% | +17.0% | -25.0% | -11.5% |
| 3M | -25.3% | +14.6% | -39.9% | -27.9% |
| 6M | -24.6% | +42.5% | -67.1% | -30.9% |
| YTD | -20.1% | +33.5% | -53.6% | -26.0% |
| 1Y | -11.8% | +38.5% | -50.3% | -19.2% |
| 3Y | -10.1% | +179.0% | -189.1% | -38.1% |
| All | -22.1% | +507.2% | -529.3% | -68.5% |
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