+1,803.2%
BE vs CAH
+177.6%
+1,625.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.5% |
| 7D | +20.5% | +3.9% | +16.7% | +21.5% |
| 30D | -23.4% | +16.0% | -39.4% | -20.7% |
| 3M | -14.9% | +19.1% | -33.9% | -11.5% |
| 6M | -28.1% | +53.0% | -81.1% | -22.9% |
| YTD | +132.4% | +36.6% | +95.8% | +148.1% |
| 1Y | +59.4% | +37.4% | +21.9% | +70.4% |
| All | +1,803.2% | +177.6% | +1,625.6% | +2,462.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling