+35.0%
CAH vs BAX
+46.0%
-11.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.4% | +3.0% |
| 7D | +7.0% | +4.1% | +2.9% | +6.3% |
| 30D | +12.4% | +9.4% | +2.9% | +10.7% |
| 3M | +12.2% | -6.5% | +18.6% | +13.1% |
| 6M | +33.2% | +59.6% | -26.4% | +23.2% |
| YTD | +28.4% | +38.9% | -10.5% | +23.7% |
| 1Y | +35.0% | +48.0% | -13.0% | +30.3% |
| All | +35.0% | +46.0% | -11.0% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling