+404.7%
CAH vs BROS
+38.3%
+366.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | -2.2% | -6.6% | +4.3% | -2.0% |
| 30D | +1.2% | -12.3% | +13.5% | +1.6% |
| 3M | +13.1% | -22.2% | +35.3% | +13.9% |
| 6M | +8.5% | -14.3% | +22.7% | +8.8% |
| YTD | +17.6% | -26.6% | +44.2% | +18.5% |
| 1Y | +60.7% | -31.5% | +92.2% | +62.2% |
| 3Y | +183.2% | +62.3% | +120.9% | +172.5% |
| All | +404.7% | +38.3% | +366.4% | +388.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling