+55.4%
CAH vs BWA
+55.6%
-0.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.6% |
| 7D | -5.1% | -1.3% | -3.8% | -5.1% |
| 30D | +0.2% | -2.9% | +3.1% | +0.2% |
| 3M | +6.3% | -10.7% | +17.0% | +6.4% |
| 6M | +9.4% | +26.5% | -17.1% | +7.7% |
| YTD | +15.0% | +49.1% | -34.1% | +9.3% |
| 1Y | +55.4% | +52.1% | +3.4% | +45.6% |
| All | +55.4% | +55.6% | -0.1% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling