+179.6%
CAH vs BAX
-18.0%
+197.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +3.5% | +0.1% | +3.4% | +3.4% |
| 30D | +13.5% | +4.1% | +9.4% | +13.2% |
| 3M | +21.8% | -4.5% | +26.4% | +22.0% |
| 6M | +51.5% | +49.2% | +2.3% | +48.8% |
| YTD | +38.1% | +35.2% | +2.8% | +36.4% |
| 1Y | +37.7% | +38.3% | -0.6% | +36.1% |
| 3Y | +179.6% | -19.0% | +198.7% | +190.9% |
| All | +179.6% | -18.0% | +197.6% | +190.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling