-26.8%
BAH vs CAI
-11.0%
-15.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.4% |
| 7D | -1.3% | -3.1% | +1.8% | -1.1% |
| 30D | -6.6% | +2.7% | -9.3% | -7.0% |
| 3M | -7.2% | +41.7% | -48.8% | -10.3% |
| 6M | -10.0% | +26.5% | -36.5% | -12.9% |
| YTD | -12.5% | -10.9% | -1.5% | -13.9% |
| 1Y | -27.9% | -29.2% | +1.3% | -28.2% |
| All | -26.8% | -11.0% | -15.8% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling