+498.6%
CAH vs BBWI
-68.3%
+566.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.2% | +0.4% |
| 7D | +3.9% | -4.5% | +8.4% | +4.1% |
| 30D | +16.0% | +17.1% | -1.1% | +15.2% |
| 3M | +19.1% | +17.5% | +1.6% | +18.0% |
| 6M | +53.0% | +12.8% | +40.2% | +51.8% |
| YTD | +36.6% | +8.2% | +28.5% | +35.4% |
| 1Y | +37.4% | -1.8% | +39.2% | +36.6% |
| 3Y | +178.8% | -25.8% | +204.6% | +176.0% |
| 5Y | +498.6% | -68.0% | +566.6% | +544.7% |
| All | +498.6% | -68.3% | +566.8% | +544.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling