+55.4%
CAH vs BAX
-0.4%
+55.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | -5.1% | -7.9% | +2.8% | -5.0% |
| 30D | +0.2% | -11.7% | +11.8% | +0.3% |
| 3M | +6.3% | +16.2% | -9.9% | +6.4% |
| 6M | +9.4% | +32.0% | -22.6% | +9.9% |
| YTD | +15.0% | +24.7% | -9.8% | +19.6% |
| 1Y | +55.4% | -2.6% | +58.1% | +51.2% |
| All | +55.4% | -0.4% | +55.8% | +51.2% |
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