+289.9%
CAH vs BBWI
-57.7%
+347.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.5% |
| 7D | -5.1% | -8.0% | +2.9% | -4.3% |
| 30D | -1.8% | -6.6% | +4.9% | -1.3% |
| 3M | +9.4% | -2.7% | +12.1% | +9.2% |
| 6M | +9.2% | -12.8% | +22.0% | +9.7% |
| YTD | +15.7% | -10.5% | +26.1% | +15.5% |
| 1Y | +59.7% | -35.3% | +95.1% | +64.1% |
| 3Y | +178.5% | -47.7% | +226.2% | +184.8% |
| 5Y | +398.3% | -68.9% | +467.1% | +431.5% |
| All | +289.9% | -57.7% | +347.5% | +256.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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