+919.9%
CAH vs BTG
+385.9%
+534.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.2% |
| 7D | -2.2% | +2.4% | -4.6% | -2.3% |
| 30D | +1.2% | +9.5% | -8.3% | +1.0% |
| 3M | +13.1% | +38.5% | -25.4% | +12.2% |
| 6M | +8.5% | +5.6% | +2.8% | +8.1% |
| YTD | +17.6% | +23.9% | -6.3% | +16.6% |
| 1Y | +60.7% | +32.1% | +28.5% | +58.9% |
| 3Y | +183.2% | +103.2% | +80.0% | +175.7% |
| 5Y | +402.2% | +79.7% | +322.5% | +389.1% |
| 10Y | +302.3% | +159.1% | +143.2% | +285.4% |
| All | +919.9% | +385.9% | +534.0% | +892.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling