+34.3%
BP vs CAH
+65.8%
-31.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | +3.9% | +5.4% | -1.4% | +4.2% |
| 30D | +7.6% | +3.3% | +4.3% | +7.8% |
| 3M | +0.7% | +22.8% | -22.1% | +1.1% |
| 6M | +15.5% | +11.3% | +4.2% | +15.8% |
| YTD | +30.8% | +21.1% | +9.7% | +31.8% |
| 1Y | +34.3% | +67.2% | -32.9% | +36.0% |
| All | +34.3% | +65.8% | -31.5% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling