+72.9%
BAC vs CAH
+400.8%
-327.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.3% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | -0.7% | +1.7% | -2.5% | -1.2% |
| 3M | +16.9% | +17.9% | -0.9% | +11.7% |
| 6M | +29.6% | +10.9% | +18.7% | +25.6% |
| YTD | +15.3% | +17.9% | -2.6% | +9.2% |
| 1Y | +28.8% | +61.7% | -32.9% | +9.5% |
| 3Y | +136.4% | +183.7% | -47.3% | +56.7% |
| 5Y | +72.9% | +401.3% | -328.4% | -16.3% |
| All | +72.9% | +400.8% | -327.9% | -16.3% |
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