+287.5%
CAH vs BBY
+252.7%
+34.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.2% |
| 7D | -5.1% | +0.6% | -5.7% | -5.2% |
| 30D | +0.2% | +9.4% | -9.2% | -1.5% |
| 3M | +6.3% | +19.3% | -13.0% | +2.7% |
| 6M | +9.4% | +47.9% | -38.5% | +1.0% |
| YTD | +15.0% | +39.6% | -24.6% | +6.9% |
| 1Y | +55.4% | +22.2% | +33.3% | +47.9% |
| 3Y | +173.8% | +45.0% | +128.8% | +142.0% |
| 5Y | +395.2% | +2.6% | +392.6% | +361.6% |
| All | +287.5% | +252.7% | +34.8% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling