+1,335.7%
BP vs CAH
+15,076.3%
-13,740.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +3.9% | +5.4% | -1.4% | +2.6% |
| 30D | +7.6% | +3.3% | +4.3% | +6.7% |
| 3M | +0.7% | +22.8% | -22.1% | -4.4% |
| 6M | +15.5% | +11.3% | +4.2% | +12.0% |
| YTD | +30.8% | +21.1% | +9.7% | +23.9% |
| 1Y | +34.3% | +67.2% | -32.9% | +17.0% |
| 3Y | +35.1% | +195.6% | -160.6% | +1.0% |
| 5Y | +126.8% | +413.8% | -287.0% | +46.8% |
| 10Y | +123.4% | +309.6% | -186.2% | +46.5% |
| All | +1,335.7% | +15,076.3% | -13,740.6% | +542.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling