+287.5%
CAH vs BR
+189.7%
+97.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -5.1% | -3.0% | -2.1% | -4.1% |
| 30D | +0.2% | -0.3% | +0.5% | +0.1% |
| 3M | +6.3% | +17.3% | -11.0% | -0.1% |
| 6M | +9.4% | -6.7% | +16.1% | +11.1% |
| YTD | +15.0% | -23.4% | +38.4% | +25.1% |
| 1Y | +55.4% | -32.7% | +88.1% | +77.5% |
| 3Y | +173.8% | -5.9% | +179.7% | +170.8% |
| 5Y | +395.2% | +8.4% | +386.8% | +352.8% |
| All | +287.5% | +189.7% | +97.8% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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