+35.0%
CAH vs BROS
-18.6%
+53.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.6% | +3.5% |
| 7D | +7.0% | +2.5% | +4.5% | +6.9% |
| 30D | +12.4% | +15.1% | -2.7% | +11.7% |
| 3M | +12.2% | -31.4% | +43.5% | +12.6% |
| 6M | +33.2% | -22.6% | +55.8% | +33.7% |
| YTD | +28.4% | -28.1% | +56.5% | +28.7% |
| 1Y | +35.0% | -20.3% | +55.3% | +35.5% |
| All | +35.0% | -18.6% | +53.7% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling