+393.3%
CAH vs BROS
+35.1%
+358.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -5.1% | -5.8% | +0.7% | -4.9% |
| 30D | +0.2% | -14.0% | +14.1% | +0.7% |
| 3M | +6.3% | -32.5% | +38.8% | +7.6% |
| 6M | +9.4% | -14.9% | +24.3% | +9.7% |
| YTD | +15.0% | -28.3% | +43.2% | +15.9% |
| 1Y | +55.4% | -34.0% | +89.4% | +57.1% |
| 3Y | +173.8% | +63.0% | +110.9% | +163.5% |
| All | +393.3% | +35.1% | +358.3% | +378.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling