+134.0%
BP vs CAH
+297.3%
-163.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.4% |
| 7D | +5.7% | -5.1% | +10.8% | +7.3% |
| 30D | +8.1% | -1.8% | +9.8% | +8.5% |
| 3M | +8.6% | +9.4% | -0.7% | +5.4% |
| 6M | +18.1% | +9.2% | +8.9% | +14.3% |
| YTD | +37.6% | +15.7% | +21.9% | +30.3% |
| 1Y | +39.4% | +59.7% | -20.3% | +18.3% |
| 3Y | +40.1% | +178.5% | -138.4% | -3.4% |
| 5Y | +141.3% | +398.3% | -256.9% | +33.0% |
| All | +134.0% | +297.3% | -163.2% | +27.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling