+287.5%
CAH vs BAX
-38.1%
+325.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -5.1% | -7.9% | +2.8% | -3.1% |
| 30D | +0.2% | -11.7% | +11.8% | +3.3% |
| 3M | +6.3% | +16.2% | -9.9% | +1.7% |
| 6M | +9.4% | +32.0% | -22.6% | +0.9% |
| YTD | +15.0% | +24.7% | -9.8% | +6.8% |
| 1Y | +55.4% | -2.6% | +58.1% | +53.1% |
| 3Y | +173.8% | -35.0% | +208.8% | +193.7% |
| 5Y | +395.2% | -67.6% | +462.8% | +617.7% |
| All | +287.5% | -38.1% | +325.6% | +351.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling