+217.6%
BAC vs CAH
+418.0%
-200.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | +3.2% | +3.5% | -0.2% | +1.9% |
| 30D | -0.7% | +13.5% | -14.2% | -5.5% |
| 3M | -20.0% | +21.8% | -41.8% | -26.1% |
| 6M | +3.4% | +51.5% | -48.1% | -12.6% |
| YTD | -5.7% | +38.1% | -43.8% | -18.2% |
| 1Y | -1.4% | +37.7% | -39.1% | -14.5% |
| 3Y | +97.9% | +179.6% | -81.7% | +23.1% |
| 5Y | +22.9% | +504.9% | -482.0% | -47.6% |
| All | +217.6% | +418.0% | -200.3% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling