+394.0%
CAH vs BRO
+17.6%
+376.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -5.1% | -7.3% | +2.2% | -3.3% |
| 30D | +0.2% | -6.9% | +7.0% | +1.9% |
| 3M | +6.3% | +10.7% | -4.4% | +3.3% |
| 6M | +9.4% | -2.7% | +12.1% | +9.4% |
| YTD | +15.0% | -16.3% | +31.3% | +19.3% |
| 1Y | +55.4% | -29.1% | +84.5% | +69.2% |
| 3Y | +173.8% | -7.8% | +181.7% | +173.4% |
| All | +394.0% | +17.6% | +376.3% | +341.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling