-11.9%
BA vs CNH
+16.6%
-28.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -1.1% | +3.0% | -4.1% | -1.7% |
| 30D | -7.1% | -0.6% | -6.5% | -7.2% |
| 3M | -25.5% | +14.6% | -40.2% | -27.9% |
| 6M | -28.7% | +11.8% | -40.5% | -30.7% |
| YTD | -21.0% | +30.4% | -51.4% | -22.4% |
| 1Y | -11.9% | +19.1% | -30.9% | -14.1% |
| All | -11.9% | +16.6% | -28.5% | -14.1% |
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