+67.2%
CAH vs BROS
-35.3%
+102.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | +5.4% | -6.7% | +12.1% | +5.4% |
| 30D | +3.3% | -29.1% | +32.4% | +3.6% |
| 3M | +22.8% | -16.7% | +39.5% | +23.4% |
| 6M | +11.3% | -11.6% | +22.9% | +11.9% |
| YTD | +21.1% | -23.9% | +45.1% | +21.4% |
| 1Y | +67.2% | -34.8% | +102.0% | +83.1% |
| All | +67.2% | -35.3% | +102.5% | +83.1% |
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