-10.6%
BA vs CAI
+12.6%
-23.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +2.1% |
| 7D | +5.9% | -6.3% | +12.2% | +6.2% |
| 30D | -8.2% | +9.3% | -17.5% | -8.7% |
| 3M | -25.4% | +106.3% | -131.7% | -29.8% |
| 6M | -20.0% | +77.7% | -97.8% | -24.4% |
| YTD | -18.5% | +23.1% | -41.6% | -22.6% |
| 1Y | -10.6% | +6.5% | -17.2% | -15.1% |
| All | -10.6% | +12.6% | -23.2% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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