+1,509.9%
CAH vs A
+457.0%
+1,052.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +5.4% | -1.9% | +7.3% | +5.7% |
| 30D | +3.3% | +6.9% | -3.6% | +2.1% |
| 3M | +22.8% | +9.2% | +13.6% | +20.8% |
| 6M | +11.3% | +25.7% | -14.4% | +6.4% |
| YTD | +21.1% | +11.5% | +9.6% | +18.0% |
| 1Y | +67.2% | +18.4% | +48.9% | +61.0% |
| 3Y | +195.6% | +26.6% | +169.0% | +177.2% |
| 5Y | +413.8% | -12.8% | +426.7% | +407.4% |
| 10Y | +309.6% | +247.2% | +62.4% | +221.0% |
| All | +1,509.9% | +457.0% | +1,052.9% | +939.3% |
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