+15,232.8%
CAH vs BBWI
+1,034.6%
+14,198.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.0% |
| 7D | +5.4% | +1.5% | +3.9% | +5.1% |
| 30D | +3.3% | -5.2% | +8.5% | +3.9% |
| 3M | +22.8% | +11.1% | +11.7% | +20.2% |
| 6M | +11.3% | -13.4% | +24.6% | +12.0% |
| YTD | +21.1% | +0.1% | +21.0% | +18.9% |
| 1Y | +67.2% | -36.1% | +103.4% | +73.7% |
| 3Y | +195.6% | -44.1% | +239.7% | +201.6% |
| 5Y | +413.8% | -66.2% | +480.1% | +448.9% |
| 10Y | +309.6% | -54.8% | +364.3% | +268.5% |
| All | +15,232.8% | +1,034.6% | +14,198.2% | +6,413.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling