+411.5%
CAH vs BAH
+198.8%
+212.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | +3.5% | +1.7% | +1.7% | +3.1% |
| 30D | +13.5% | +20.8% | -7.3% | +8.8% |
| 3M | +21.8% | +11.6% | +10.3% | +18.5% |
| 6M | +51.5% | +23.1% | +28.4% | +43.4% |
| YTD | +38.1% | +5.3% | +32.8% | +33.5% |
| 1Y | +37.7% | +6.1% | +31.6% | +32.6% |
| 3Y | +179.6% | -27.5% | +207.1% | +184.7% |
| 5Y | +504.9% | +6.2% | +498.8% | +426.9% |
| All | +411.5% | +198.8% | +212.8% | +245.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling