+180.2%
CAH vs BB
+66.7%
+113.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | -2.2% | +1.8% | -4.1% | -2.2% |
| 30D | +1.2% | -12.2% | +13.4% | +1.0% |
| 3M | +13.1% | -12.3% | +25.4% | +12.9% |
| 6M | +8.5% | +122.7% | -114.2% | +9.9% |
| YTD | +17.6% | +104.5% | -86.9% | +19.1% |
| 1Y | +60.7% | +106.7% | -46.0% | +62.5% |
| All | +180.2% | +66.7% | +113.5% | +170.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling