+56.4%
CAH vs BWA
+53.4%
+3.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.3% | -1.7% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | -1.8% | -5.5% | +3.7% | -1.7% |
| 3M | +9.4% | -7.6% | +17.0% | +9.4% |
| 6M | +9.2% | +25.0% | -15.7% | +7.5% |
| YTD | +15.7% | +47.0% | -31.3% | +10.0% |
| All | +56.4% | +53.4% | +3.1% | +46.5% |
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