-8.8%
BA vs CAI
-28.5%
+19.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | -10.1% | +9.1% | -19.3% | -10.6% |
| 3M | -2.4% | +53.8% | -56.2% | -5.5% |
| 6M | -8.8% | +33.5% | -42.3% | -11.8% |
| YTD | -2.9% | -8.0% | +5.1% | -6.6% |
| 1Y | -8.8% | -28.7% | +19.9% | -13.1% |
| All | -8.8% | -28.5% | +19.7% | -13.1% |
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