-10.6%
BA vs CNH
+15.2%
-25.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +5.9% | +6.5% | -0.6% | +4.9% |
| 30D | -8.2% | -12.0% | +3.8% | -6.4% |
| 3M | -25.4% | +4.4% | -29.7% | -26.3% |
| 6M | -20.0% | +15.7% | -35.7% | -22.7% |
| YTD | -18.5% | +28.2% | -46.7% | -20.6% |
| 1Y | -10.6% | +14.8% | -25.4% | -12.2% |
| All | -10.6% | +15.2% | -25.9% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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