+1,376.8%
BAC vs CAH
+15,076.3%
-13,699.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.1% | +5.4% | -4.3% | -0.8% |
| 30D | -0.4% | +3.3% | -3.7% | -1.6% |
| 3M | +16.9% | +22.8% | -5.9% | +8.2% |
| 6M | +26.6% | +11.3% | +15.3% | +21.0% |
| YTD | +15.8% | +21.1% | -5.3% | +6.7% |
| 1Y | +27.2% | +67.2% | -40.1% | +3.1% |
| 3Y | +132.4% | +195.6% | -63.2% | +49.5% |
| 5Y | +72.6% | +413.8% | -341.3% | -10.8% |
| 10Y | +389.7% | +309.6% | +80.2% | +160.2% |
| All | +1,376.8% | +15,076.3% | -13,699.5% | +200.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling