+633.6%
CAH vs BG
+1,181.2%
-547.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.2% | +0.5% | -2.8% | -2.4% |
| 30D | +1.2% | +10.3% | -9.1% | -1.0% |
| 3M | +13.1% | -1.9% | +15.0% | +13.1% |
| 6M | +8.5% | +5.2% | +3.2% | +6.6% |
| YTD | +17.6% | +41.2% | -23.5% | +8.3% |
| 1Y | +60.7% | +50.5% | +10.1% | +45.3% |
| 3Y | +183.2% | +19.9% | +163.3% | +164.8% |
| 5Y | +402.2% | +86.7% | +315.5% | +317.5% |
| 10Y | +302.3% | +167.5% | +134.8% | +197.0% |
| All | +633.6% | +1,181.2% | -547.6% | +329.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling