+112.1%
BA vs CNH
+64.7%
+47.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -1.1% |
| 7D | +1.2% | +23.3% | -22.1% | -8.9% |
| 30D | -11.6% | +33.5% | -45.1% | -23.9% |
| 3M | -2.4% | +32.7% | -35.1% | -16.3% |
| 6M | -6.6% | +22.2% | -28.8% | -17.6% |
| YTD | -2.2% | +57.7% | -59.9% | -24.7% |
| 1Y | -8.0% | +28.0% | -36.0% | -21.8% |
| 3Y | -5.0% | +11.5% | -16.5% | -17.6% |
| 5Y | -2.7% | +11.9% | -14.6% | -18.5% |
| 10Y | +75.9% | +162.8% | -86.9% | -5.1% |
| All | +112.1% | +64.7% | +47.5% | +16.7% |
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