+516.7%
CAH vs BB
-17.6%
+534.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.1% |
| 7D | +3.5% | +1.8% | +1.6% | +3.4% |
| 30D | +13.5% | +8.1% | +5.3% | +13.3% |
| 3M | +21.8% | -1.0% | +22.8% | +21.8% |
| 6M | +51.5% | +45.9% | +5.6% | +50.0% |
| YTD | +38.1% | +134.8% | -96.7% | +35.1% |
| 1Y | +37.7% | +104.6% | -66.9% | +35.2% |
| 3Y | +179.6% | +152.8% | +26.8% | +169.9% |
| All | +516.7% | -17.6% | +534.3% | +563.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling