+17,377.4%
CAH vs BN
+15,531.3%
+1,846.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.7% |
| 3M | +21.8% | -9.0% | +30.9% | +24.5% |
| 6M | +51.5% | -8.8% | +60.4% | +54.5% |
| YTD | +38.1% | -10.3% | +48.3% | +40.2% |
| 1Y | +37.7% | -5.8% | +43.5% | +38.0% |
| 3Y | +179.6% | +94.8% | +84.8% | +125.3% |
| 5Y | +504.9% | +31.5% | +473.5% | +428.7% |
| 10Y | +418.6% | +291.9% | +126.7% | +235.4% |
| All | +17,377.4% | +15,531.3% | +1,846.1% | +6,801.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling