+394.0%
CAH vs BTG
+78.0%
+316.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | 0.0% |
| 3M | +6.3% | +32.0% | -25.7% | +5.2% |
| 6M | +9.4% | +3.4% | +6.0% | +9.1% |
| YTD | +15.0% | +20.8% | -5.8% | +13.5% |
| 1Y | +55.4% | +22.4% | +33.0% | +52.8% |
| 3Y | +173.8% | +91.7% | +82.1% | +158.4% |
| All | +394.0% | +78.0% | +316.0% | +380.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling