+1,008.9%
BE vs CAH
+509.6%
+499.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.7% | +12.3% | +10.6% |
| 7D | +29.8% | +0.5% | +29.3% | +29.4% |
| 30D | +26.4% | +1.7% | +24.7% | +25.4% |
| 3M | +9.3% | +17.9% | -8.5% | +2.0% |
| 6M | +105.1% | +10.9% | +94.1% | +95.8% |
| YTD | +219.0% | +17.9% | +201.2% | +196.4% |
| 1Y | +418.8% | +61.7% | +357.1% | +318.6% |
| 3Y | +1,784.6% | +183.7% | +1,600.8% | +1,017.1% |
| 5Y | +1,251.0% | +401.3% | +849.6% | +473.9% |
| All | +1,008.9% | +509.6% | +499.3% | +324.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling