+1,470.1%
BA vs CAH
+16,621.8%
-15,151.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.1% |
| 7D | +1.1% | +8.5% | -7.4% | -1.4% |
| 30D | -7.9% | +17.0% | -25.0% | -12.2% |
| 3M | -25.3% | +14.6% | -39.9% | -28.4% |
| 6M | -24.6% | +42.5% | -67.1% | -32.4% |
| YTD | -20.1% | +33.5% | -53.6% | -27.4% |
| 1Y | -11.8% | +38.5% | -50.3% | -20.7% |
| 3Y | -10.1% | +179.0% | -189.1% | -36.3% |
| 5Y | -22.7% | +507.2% | -529.9% | -57.3% |
| 10Y | +35.1% | +448.9% | -413.9% | -25.2% |
| All | +1,470.1% | +16,621.8% | -15,151.7% | +314.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling