+287.5%
CAH vs BB
+1.6%
+285.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | -5.1% | -0.4% | -4.7% | -5.1% |
| 30D | +0.2% | -12.5% | +12.7% | +0.8% |
| 3M | +6.3% | -17.4% | +23.7% | +6.9% |
| 6M | +9.4% | +119.1% | -109.8% | +3.2% |
| YTD | +15.0% | +102.4% | -87.4% | +8.9% |
| 1Y | +55.4% | +98.2% | -42.7% | +47.0% |
| 3Y | +173.8% | +46.9% | +126.9% | +159.4% |
| 5Y | +395.2% | -26.4% | +421.6% | +386.3% |
| All | +287.5% | +1.6% | +285.9% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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