+55.3%
BE vs CAH
+38.5%
+16.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.6% | -9.9% | -5.9% |
| 7D | -12.1% | +7.0% | -19.2% | -11.5% |
| 30D | -30.1% | +12.4% | -42.4% | -29.2% |
| 3M | -12.1% | +12.2% | -24.3% | -11.3% |
| 6M | -30.6% | +33.2% | -63.8% | -33.1% |
| YTD | +130.6% | +28.4% | +102.3% | +140.2% |
| 1Y | +55.3% | +35.0% | +20.2% | +59.8% |
| All | +55.3% | +38.5% | +16.8% | +59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling