+940.9%
CAH vs BB
+258.8%
+682.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +5.4% | -5.6% | +11.0% | +5.7% |
| 30D | +3.3% | -11.8% | +15.1% | +4.0% |
| 3M | +22.8% | -25.5% | +48.3% | +24.2% |
| 6M | +11.3% | +121.3% | -110.0% | +5.4% |
| YTD | +21.1% | +103.2% | -82.0% | +15.3% |
| 1Y | +67.2% | +102.6% | -35.4% | +58.7% |
| 3Y | +195.6% | +37.5% | +158.1% | +181.1% |
| 5Y | +413.8% | -30.4% | +444.3% | +401.2% |
| 10Y | +309.6% | 0.0% | +309.6% | +267.1% |
| All | +940.9% | +258.8% | +682.0% | +850.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling