+905.0%
CAH vs BAH
+886.2%
+18.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | +5.4% | -3.2% | +8.6% | +6.1% |
| 30D | +3.3% | +2.0% | +1.3% | +2.7% |
| 3M | +22.8% | -7.6% | +30.4% | +24.3% |
| 6M | +11.3% | -5.7% | +16.9% | +11.6% |
| YTD | +21.1% | -11.7% | +32.9% | +22.1% |
| 1Y | +67.2% | -27.4% | +94.6% | +75.9% |
| 3Y | +195.6% | -32.5% | +228.2% | +204.7% |
| 5Y | +413.8% | -3.3% | +417.2% | +372.4% |
| 10Y | +309.6% | +186.0% | +123.6% | +192.3% |
| All | +905.0% | +886.2% | +18.8% | +442.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling