+141.1%
BP vs CAH
+400.5%
-259.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +4.0% | -2.2% | +6.2% | +4.3% |
| 30D | +7.8% | +1.2% | +6.7% | +7.5% |
| 3M | +8.4% | +13.1% | -4.7% | +5.7% |
| 6M | +15.1% | +8.5% | +6.6% | +13.0% |
| YTD | +36.4% | +17.6% | +18.8% | +31.5% |
| 1Y | +40.9% | +60.7% | -19.8% | +26.0% |
| 3Y | +38.8% | +183.2% | -144.3% | +3.0% |
| 5Y | +141.1% | +402.2% | -261.1% | +39.3% |
| All | +141.1% | +400.5% | -259.4% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling