+36.4%
BP vs CAH
+184.7%
-148.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +2.5% |
| 7D | +0.9% | +0.5% | +0.4% | +0.9% |
| 30D | +9.1% | +1.7% | +7.4% | +9.0% |
| 3M | +3.9% | +17.9% | -14.0% | +2.9% |
| 6M | +13.6% | +10.9% | +2.7% | +12.9% |
| YTD | +34.0% | +17.9% | +16.2% | +32.7% |
| 1Y | +39.2% | +61.7% | -22.5% | +34.1% |
| 3Y | +36.4% | +183.7% | -147.3% | +31.8% |
| All | +36.4% | +184.7% | -148.3% | +31.8% |
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