+21.3%
BAC vs CAH
+522.4%
-501.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | 0.0% |
| 7D | +2.1% | +9.4% | -7.4% | -0.2% |
| 30D | -6.7% | +16.5% | -23.2% | -10.3% |
| 3M | -20.2% | +17.0% | -37.2% | -23.4% |
| 6M | -0.2% | +51.4% | -51.6% | -10.5% |
| YTD | -6.4% | +36.0% | -42.3% | -14.3% |
| 1Y | -3.1% | +36.0% | -39.1% | -11.4% |
| 3Y | +96.7% | +177.5% | -80.8% | +37.8% |
| 5Y | +21.3% | +509.2% | -487.9% | -46.2% |
| All | +21.3% | +522.4% | -501.1% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling