+287.5%
CAH vs BTG
+159.3%
+128.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -5.1% | -3.8% | -1.3% | -5.0% |
| 30D | +0.2% | +3.6% | -3.5% | +0.1% |
| 3M | +6.3% | +32.0% | -25.7% | +5.5% |
| 6M | +9.4% | +3.4% | +6.0% | +9.1% |
| YTD | +15.0% | +20.8% | -5.8% | +14.0% |
| 1Y | +55.4% | +22.4% | +33.0% | +53.9% |
| 3Y | +173.8% | +91.7% | +82.1% | +165.7% |
| 5Y | +395.2% | +79.0% | +316.2% | +380.8% |
| All | +287.5% | +159.3% | +128.2% | +279.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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