-10.6%
BA vs CNH
+31.1%
-41.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.4% |
| 7D | -1.4% | +6.7% | -8.1% | -2.4% |
| 30D | -7.9% | +7.2% | -15.1% | -9.0% |
| 3M | -25.2% | +17.5% | -42.7% | -27.7% |
| 6M | -26.7% | +15.0% | -41.7% | -28.9% |
| YTD | -19.6% | +36.8% | -56.4% | -21.7% |
| 1Y | -10.6% | +27.6% | -38.2% | -13.3% |
| All | -10.6% | +31.1% | -41.7% | -13.3% |
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