+628.1%
CAH vs BR
+1,281.7%
-653.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.2% | -5.0% | +2.8% | -0.4% |
| 30D | +1.2% | -2.5% | +3.6% | +1.9% |
| 3M | +13.1% | +13.5% | -0.4% | +7.2% |
| 6M | +8.5% | -9.4% | +17.9% | +11.3% |
| YTD | +17.6% | -23.3% | +40.9% | +27.9% |
| 1Y | +60.7% | -31.6% | +92.3% | +82.3% |
| 3Y | +183.2% | -5.1% | +188.2% | +179.4% |
| 5Y | +402.2% | +8.2% | +394.0% | +360.9% |
| 10Y | +302.3% | +189.8% | +112.5% | +144.3% |
| All | +628.1% | +1,281.7% | -653.6% | +128.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling