+1,683.3%
BE vs CAH
+183.2%
+1,500.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | +23.9% | -2.2% | +26.2% | +23.5% |
| 30D | +27.8% | +1.2% | +26.7% | +28.1% |
| 3M | +3.7% | +13.1% | -9.4% | +5.7% |
| 6M | +78.0% | +8.5% | +69.5% | +79.0% |
| YTD | +209.9% | +17.6% | +192.3% | +219.4% |
| 1Y | +389.6% | +60.7% | +328.9% | +443.6% |
| All | +1,683.3% | +183.2% | +1,500.1% | +2,158.6% |
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