-11.8%
BA vs CNH
+11.5%
-23.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.2% | +0.1% |
| 7D | +1.1% | -1.7% | +2.8% | +1.4% |
| 30D | -7.9% | -7.2% | -0.7% | -6.9% |
| 3M | -25.3% | +6.5% | -31.9% | -26.6% |
| 6M | -24.6% | +7.9% | -32.5% | -26.1% |
| YTD | -20.1% | +26.6% | -46.7% | -21.9% |
| 1Y | -11.8% | +13.8% | -25.5% | -13.0% |
| All | -11.8% | +11.5% | -23.2% | -13.0% |
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 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