+287.5%
CAH vs BRO
+294.2%
-6.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -5.1% | -7.3% | +2.2% | -2.2% |
| 30D | +0.2% | -6.9% | +7.0% | +2.9% |
| 3M | +6.3% | +10.7% | -4.4% | +1.4% |
| 6M | +9.4% | -2.7% | +12.1% | +9.4% |
| YTD | +15.0% | -16.3% | +31.3% | +21.6% |
| 1Y | +55.4% | -29.1% | +84.5% | +76.4% |
| 3Y | +173.8% | -7.8% | +181.7% | +168.8% |
| 5Y | +395.2% | +18.7% | +376.5% | +310.1% |
| All | +287.5% | +294.2% | -6.8% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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