+15,232.8%
CAH vs BAX
+900.4%
+14,332.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | +5.4% | -1.1% | +6.5% | +5.7% |
| 30D | +3.3% | -5.5% | +8.8% | +5.0% |
| 3M | +22.8% | +33.5% | -10.7% | +11.6% |
| 6M | +11.3% | +35.9% | -24.6% | 0.0% |
| YTD | +21.1% | +35.4% | -14.2% | +8.1% |
| 1Y | +67.2% | +9.8% | +57.5% | +57.0% |
| 3Y | +195.6% | -32.7% | +228.4% | +210.8% |
| 5Y | +413.8% | -65.6% | +479.4% | +567.8% |
| 10Y | +309.6% | -34.9% | +344.5% | +325.6% |
| All | +15,232.8% | +900.4% | +14,332.3% | +7,015.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling