+1,735.1%
CAH vs A
+543.3%
+1,191.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | +3.5% | -0.5% | +3.9% | +3.5% |
| 30D | +13.5% | 0.0% | +13.5% | +13.4% |
| 3M | +21.8% | +16.7% | +5.1% | +18.4% |
| 6M | +51.5% | +54.8% | -3.3% | +39.9% |
| YTD | +38.1% | +28.8% | +9.3% | +31.0% |
| 1Y | +37.7% | +19.3% | +18.4% | +32.4% |
| 3Y | +179.6% | +65.5% | +114.1% | +150.2% |
| 5Y | +504.9% | +12.1% | +492.9% | +471.5% |
| 10Y | +418.6% | +305.4% | +113.2% | +295.4% |
| All | +1,735.1% | +543.3% | +1,191.8% | +1,054.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling