+392.7%
BAC vs CAH
+304.0%
+88.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | +0.6% | -2.2% | +2.9% | +1.5% |
| 30D | -1.4% | +1.2% | -2.6% | -1.9% |
| 3M | +15.7% | +13.1% | +2.7% | +10.0% |
| 6M | +32.2% | +8.5% | +23.7% | +27.3% |
| YTD | +15.8% | +17.6% | -1.8% | +7.2% |
| 1Y | +27.3% | +60.7% | -33.4% | +2.5% |
| 3Y | +137.5% | +183.2% | -45.7% | +45.6% |
| 5Y | +73.1% | +402.2% | -329.1% | -20.0% |
| All | +392.7% | +304.0% | +88.8% | +117.1% |
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