+72.4%
BA vs CNH
+28.6%
+43.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -0.7% |
| 7D | -0.1% | -0.4% | +0.3% | 0.0% |
| 30D | -9.1% | -15.2% | +6.1% | -2.3% |
| 3M | -28.2% | +4.3% | -32.4% | -31.1% |
| 6M | -23.1% | +10.1% | -33.2% | -29.1% |
| YTD | -20.6% | +23.2% | -43.7% | -31.8% |
| 1Y | -12.7% | +8.5% | -21.2% | -20.6% |
| 3Y | -11.6% | +4.1% | -15.6% | -22.2% |
| 5Y | -23.1% | -17.8% | -5.3% | -25.6% |
| 10Y | +34.4% | +113.3% | -79.0% | -19.9% |
| All | +72.4% | +28.6% | +43.7% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling