+17,377.4%
CAH vs BBWI
+1,144.0%
+16,233.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | +3.5% | +0.1% | +3.3% | +3.4% |
| 30D | +13.5% | +12.9% | +0.6% | +11.3% |
| 3M | +21.8% | +16.0% | +5.8% | +18.5% |
| 6M | +51.5% | +16.6% | +34.9% | +46.4% |
| YTD | +38.1% | +9.7% | +28.3% | +33.2% |
| 1Y | +37.7% | +1.5% | +36.2% | +33.3% |
| 3Y | +179.6% | -21.4% | +201.0% | +169.9% |
| 5Y | +504.9% | -67.6% | +572.5% | +550.6% |
| 10Y | +418.6% | -46.8% | +465.4% | +353.1% |
| All | +17,377.4% | +1,144.0% | +16,233.4% | +7,199.6% |
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