+398.3%
CAH vs BN
+30.5%
+367.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -1.5% |
| 7D | -5.1% | -5.9% | +0.8% | -4.3% |
| 30D | -1.8% | -15.1% | +13.3% | +0.3% |
| 3M | +9.4% | -14.6% | +23.9% | +11.6% |
| 6M | +9.2% | -8.4% | +17.7% | +10.2% |
| YTD | +15.7% | -16.8% | +32.5% | +17.9% |
| 1Y | +59.7% | -14.4% | +74.1% | +61.6% |
| 3Y | +178.5% | +70.1% | +108.4% | +144.5% |
| 5Y | +398.3% | +33.5% | +364.7% | +356.5% |
| All | +398.3% | +30.5% | +367.7% | +356.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling