+402.2%
CAH vs BAH
-3.7%
+405.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.2% | -1.3% | -0.9% | -2.1% |
| 30D | +1.2% | -6.6% | +7.8% | +1.9% |
| 3M | +13.1% | -7.2% | +20.2% | +13.8% |
| 6M | +8.5% | -10.0% | +18.5% | +9.3% |
| YTD | +17.6% | -12.5% | +30.1% | +18.1% |
| 1Y | +60.7% | -27.9% | +88.6% | +65.8% |
| 3Y | +183.2% | -31.4% | +214.6% | +179.6% |
| 5Y | +402.2% | -3.2% | +405.4% | +358.6% |
| All | +402.2% | -3.7% | +405.9% | +358.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling