+180.2%
CAH vs BN
+71.3%
+108.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.1% |
| 7D | -2.2% | -3.0% | +0.8% | -2.0% |
| 30D | +1.2% | -13.0% | +14.2% | +2.1% |
| 3M | +13.1% | -15.2% | +28.3% | +14.2% |
| 6M | +8.5% | -5.9% | +14.4% | +8.7% |
| YTD | +17.6% | -15.8% | +33.4% | +18.5% |
| 1Y | +60.7% | -12.2% | +72.8% | +60.8% |
| All | +180.2% | +71.3% | +108.9% | +162.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling