+402.2%
CAH vs AA
+15.6%
+386.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | -0.2% |
| 7D | -2.2% | -0.6% | -1.6% | -2.2% |
| 30D | +1.2% | -1.6% | +2.7% | +1.2% |
| 3M | +13.1% | -29.8% | +42.9% | +14.1% |
| 6M | +8.5% | -16.6% | +25.1% | +8.6% |
| YTD | +17.6% | -4.0% | +21.7% | +17.1% |
| 1Y | +60.7% | +63.5% | -2.9% | +56.3% |
| 3Y | +183.2% | +86.8% | +96.4% | +167.4% |
| 5Y | +402.2% | +12.4% | +389.8% | +377.3% |
| All | +402.2% | +15.6% | +386.6% | +377.3% |
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