+394.0%
CAH vs BR
+8.0%
+386.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -5.1% | -3.0% | -2.1% | -4.5% |
| 30D | +0.2% | -0.3% | +0.5% | +0.1% |
| 3M | +6.3% | +17.3% | -11.0% | +2.0% |
| 6M | +9.4% | -6.7% | +16.1% | +10.8% |
| YTD | +15.0% | -23.4% | +38.4% | +22.3% |
| 1Y | +55.4% | -32.7% | +88.1% | +71.2% |
| 3Y | +173.8% | -5.9% | +179.7% | +173.9% |
| All | +394.0% | +8.0% | +386.0% | +359.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling