+411.5%
CAH vs BBWI
-47.4%
+459.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | +3.5% | +0.1% | +3.3% | +3.4% |
| 30D | +13.5% | +12.9% | +0.6% | +12.0% |
| 3M | +21.8% | +16.0% | +5.8% | +19.6% |
| 6M | +51.5% | +16.6% | +34.9% | +48.1% |
| YTD | +38.1% | +9.7% | +28.3% | +34.9% |
| 1Y | +37.7% | +1.5% | +36.2% | +34.9% |
| 3Y | +179.6% | -21.4% | +201.0% | +172.8% |
| 5Y | +504.9% | -67.6% | +572.5% | +545.8% |
| All | +411.5% | -47.4% | +459.0% | +344.7% |
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