+180.2%
CAH vs BROS
+62.9%
+117.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | -2.2% | -6.6% | +4.3% | -2.1% |
| 30D | +1.2% | -12.3% | +13.5% | +1.5% |
| 3M | +13.1% | -22.2% | +35.3% | +13.8% |
| 6M | +8.5% | -14.3% | +22.7% | +8.8% |
| YTD | +17.6% | -26.6% | +44.2% | +18.4% |
| 1Y | +60.7% | -31.5% | +92.2% | +62.0% |
| All | +180.2% | +62.9% | +117.3% | +174.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling