+7,560.0%
CAH vs BWA
+3,492.4%
+4,067.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.3% | -1.2% |
| 7D | +5.4% | +5.7% | -0.3% | +4.1% |
| 30D | +3.3% | +1.4% | +1.9% | +2.9% |
| 3M | +22.8% | -12.1% | +34.9% | +25.7% |
| 6M | +11.3% | +28.6% | -17.3% | +4.1% |
| YTD | +21.1% | +51.1% | -30.0% | +8.2% |
| 1Y | +67.2% | +55.9% | +11.4% | +48.1% |
| 3Y | +195.6% | +70.1% | +125.5% | +150.2% |
| 5Y | +413.8% | +90.7% | +323.2% | +314.2% |
| 10Y | +309.6% | +154.0% | +155.6% | +196.7% |
| All | +7,560.0% | +3,492.4% | +4,067.6% | +3,271.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling