+39.4%
BP vs CAH
+58.4%
-19.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +0.8% |
| 7D | +5.7% | -5.1% | +10.8% | +5.5% |
| 30D | +8.1% | -1.8% | +9.8% | +8.0% |
| 3M | +8.6% | +9.4% | -0.7% | +8.7% |
| 6M | +18.1% | +9.2% | +8.9% | +18.1% |
| YTD | +37.6% | +15.7% | +21.9% | +38.2% |
| 1Y | +39.4% | +59.7% | -20.3% | +40.3% |
| All | +39.4% | +58.4% | -19.0% | +40.3% |
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 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