+26.8%
BA vs CNH
+113.9%
-87.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | -0.3% |
| 7D | -1.4% | +6.7% | -8.1% | -5.2% |
| 30D | -7.9% | +7.2% | -15.1% | -12.0% |
| 3M | -25.2% | +17.5% | -42.7% | -33.3% |
| 6M | -26.7% | +15.0% | -41.7% | -34.9% |
| YTD | -19.6% | +36.8% | -56.4% | -36.5% |
| 1Y | -10.6% | +27.6% | -38.2% | -27.0% |
| 3Y | -11.2% | +34.3% | -45.6% | -34.7% |
| 5Y | -20.4% | -12.2% | -8.2% | -26.8% |
| 10Y | +26.8% | +113.9% | -87.1% | -30.0% |
| All | +26.8% | +113.9% | -87.1% | -30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling