+180.2%
CAH vs A
+29.6%
+150.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -2.2% | -4.4% | +2.1% | -1.9% |
| 30D | +1.2% | -2.7% | +3.9% | +1.4% |
| 3M | +13.1% | +7.0% | +6.0% | +12.4% |
| 6M | +8.5% | +24.6% | -16.2% | +6.4% |
| YTD | +17.6% | +7.0% | +10.6% | +17.1% |
| 1Y | +60.7% | +15.6% | +45.1% | +58.4% |
| All | +180.2% | +29.6% | +150.6% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 3y: compounded portfolio wealth divided by compounded A 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…
3y analysis · Full analysis span regression · 6 months rolling