+287.5%
CAH vs BG
+166.7%
+120.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.2% |
| 7D | -5.1% | +3.1% | -8.2% | -5.8% |
| 30D | +0.2% | +10.2% | -10.1% | -2.3% |
| 3M | +6.3% | -1.7% | +8.0% | +6.3% |
| 6M | +9.4% | +1.0% | +8.4% | +8.3% |
| YTD | +15.0% | +39.9% | -25.0% | +4.6% |
| 1Y | +55.4% | +53.2% | +2.2% | +37.4% |
| 3Y | +173.8% | +16.3% | +157.6% | +156.3% |
| 5Y | +395.2% | +83.9% | +311.3% | +289.2% |
| All | +287.5% | +166.7% | +120.8% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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