+1,003.0%
BE vs CAH
+494.6%
+508.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.3% | +6.9% |
| 7D | +9.0% | -5.1% | +14.1% | +11.0% |
| 30D | +16.3% | +0.2% | +16.1% | +16.1% |
| 3M | +10.8% | +6.3% | +4.5% | +7.5% |
| 6M | +73.2% | +9.4% | +63.8% | +66.1% |
| YTD | +217.4% | +15.0% | +202.4% | +197.5% |
| 1Y | +309.8% | +55.4% | +254.3% | +235.8% |
| 3Y | +1,726.2% | +173.8% | +1,552.3% | +998.3% |
| 5Y | +1,306.2% | +395.2% | +911.0% | +498.1% |
| All | +1,003.0% | +494.6% | +508.4% | +325.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling