+491.3%
BE vs CAH
+511.5%
-20.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | +20.5% | +3.9% | +16.7% | +20.4% |
| 30D | -23.4% | +16.0% | -39.4% | -23.9% |
| 3M | -14.9% | +19.1% | -33.9% | -15.7% |
| 6M | -28.1% | +53.0% | -81.1% | -31.2% |
| YTD | +132.4% | +36.6% | +95.8% | +126.1% |
| 1Y | +59.4% | +37.4% | +21.9% | +54.9% |
| 3Y | +1,815.8% | +178.8% | +1,637.0% | +1,490.9% |
| 5Y | +491.3% | +498.6% | -7.3% | +214.3% |
| All | +491.3% | +511.5% | -20.2% | +214.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling