+411.5%
CAH vs BN
+290.8%
+120.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | +3.5% | -1.0% | +4.4% | +3.7% |
| 30D | +13.5% | +14.0% | -0.5% | +9.2% |
| 3M | +21.8% | -9.0% | +30.9% | +24.8% |
| 6M | +51.5% | -8.8% | +60.4% | +54.9% |
| YTD | +38.1% | -10.3% | +48.3% | +40.4% |
| 1Y | +37.7% | -5.8% | +43.5% | +37.9% |
| 3Y | +179.6% | +94.8% | +84.8% | +109.7% |
| 5Y | +504.9% | +31.5% | +473.5% | +413.6% |
| All | +411.5% | +290.8% | +120.7% | +175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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