-11.3%
BAH vs CAI
-9.5%
-1.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.2% |
| 7D | +0.5% | -25.6% | +26.1% | +2.4% |
| 30D | +18.2% | -17.7% | +36.0% | +19.3% |
| 3M | +13.1% | +4.4% | +8.7% | +11.3% |
| 6M | +15.2% | +51.3% | -36.1% | +9.4% |
| YTD | +6.0% | -9.5% | +15.5% | +3.2% |
| 1Y | +3.1% | -1.5% | +4.6% | -0.4% |
| All | -11.3% | -9.5% | -1.8% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling