-12.3%
BA vs CAI
-6.6%
-5.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.7% |
| 7D | +1.1% | -26.5% | +27.6% | +2.3% |
| 30D | -7.9% | -6.9% | -1.0% | -7.8% |
| 3M | -25.3% | +26.1% | -51.5% | -26.7% |
| 6M | -24.6% | +31.9% | -56.5% | -26.7% |
| YTD | -20.1% | -6.5% | -13.7% | -22.6% |
| 1Y | -11.8% | +2.5% | -14.3% | -14.5% |
| All | -12.3% | -6.6% | -5.7% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling