+176.7%
CAH vs BBWI
-25.1%
+201.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.2% | +0.3% |
| 7D | +3.9% | -4.5% | +8.4% | +3.9% |
| 30D | +16.0% | +17.1% | -1.1% | +15.8% |
| 3M | +19.1% | +17.5% | +1.6% | +18.8% |
| 6M | +53.0% | +12.8% | +40.2% | +52.8% |
| YTD | +36.6% | +8.2% | +28.5% | +36.5% |
| 1Y | +37.4% | -1.8% | +39.2% | +37.4% |
| All | +176.7% | -25.1% | +201.7% | +195.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling