+173.8%
CAH vs BR
-5.3%
+179.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -5.1% | -3.0% | -2.1% | -4.6% |
| 30D | +0.2% | -0.3% | +0.5% | +0.1% |
| 3M | +6.3% | +17.3% | -11.0% | +2.8% |
| 6M | +9.4% | -6.7% | +16.1% | +10.8% |
| YTD | +15.0% | -23.4% | +38.4% | +21.9% |
| 1Y | +55.4% | -32.7% | +88.1% | +70.4% |
| 3Y | +173.8% | -5.9% | +179.7% | +191.9% |
| All | +173.8% | -5.3% | +179.1% | +191.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling