+47.2%
BP vs CAH
+176.9%
-129.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -0.8% | +5.9% | -6.7% | -0.9% |
| 30D | -3.1% | +16.5% | -19.7% | -3.7% |
| 3M | +6.2% | +15.7% | -9.6% | +5.6% |
| 6M | +4.8% | +52.7% | -47.9% | +2.2% |
| YTD | +35.2% | +36.3% | -1.1% | +32.9% |
| 1Y | +27.4% | +36.7% | -9.3% | +25.2% |
| All | +47.2% | +176.9% | -129.8% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling