+59.7%
CAH vs BBWI
-35.0%
+94.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.7% |
| 7D | -5.1% | -8.0% | +2.9% | -5.2% |
| 30D | -1.8% | -6.6% | +4.9% | -1.9% |
| 3M | +9.4% | -2.7% | +12.1% | +9.6% |
| 6M | +9.2% | -12.8% | +22.0% | +9.5% |
| YTD | +15.7% | -10.5% | +26.1% | +16.4% |
| 1Y | +59.7% | -35.3% | +95.1% | +62.4% |
| All | +59.7% | -35.0% | +94.7% | +62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling