+498.6%
CAH vs AA
-16.1%
+514.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.3% |
| 7D | +3.9% | +5.3% | -1.4% | +3.7% |
| 30D | +16.0% | -2.3% | +18.3% | +16.1% |
| 3M | +19.1% | -20.8% | +39.9% | +19.7% |
| 6M | +53.0% | -39.8% | +92.9% | +54.7% |
| YTD | +36.6% | -23.3% | +59.9% | +36.7% |
| 1Y | +37.4% | +1.8% | +35.6% | +36.1% |
| 3Y | +178.8% | +69.5% | +109.3% | +161.9% |
| 5Y | +498.6% | -18.0% | +516.6% | +462.6% |
| All | +498.6% | -16.1% | +514.6% | +462.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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