+402.2%
CAH vs A
-16.2%
+418.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | -2.2% | -4.4% | +2.1% | -1.7% |
| 30D | +1.2% | -2.7% | +3.9% | +1.5% |
| 3M | +13.1% | +7.0% | +6.0% | +12.0% |
| 6M | +8.5% | +24.6% | -16.2% | +5.2% |
| YTD | +17.6% | +7.0% | +10.6% | +16.4% |
| 1Y | +60.7% | +15.6% | +45.1% | +57.0% |
| 3Y | +183.2% | +29.9% | +153.2% | +166.6% |
| 5Y | +402.2% | -15.4% | +417.6% | +388.0% |
| All | +402.2% | -16.2% | +418.4% | +388.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling