+406.7%
CAH vs BBWI
-69.0%
+475.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.1% | +0.1% |
| 7D | -2.2% | -4.4% | +2.2% | -2.1% |
| 30D | +1.2% | -7.4% | +8.6% | +1.5% |
| 3M | +13.1% | -2.2% | +15.3% | +13.0% |
| 6M | +8.5% | -16.3% | +24.8% | +9.0% |
| YTD | +17.6% | -9.1% | +26.8% | +17.6% |
| 1Y | +60.7% | -34.5% | +95.2% | +63.2% |
| 3Y | +183.2% | -47.0% | +230.1% | +186.7% |
| All | +406.7% | -69.0% | +475.7% | +432.0% |
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