+51.5%
CAH vs AA
-41.7%
+93.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +1.0% |
| 7D | +3.5% | +0.5% | +2.9% | +3.5% |
| 30D | +13.5% | -0.6% | +14.1% | +13.4% |
| 3M | +21.8% | -19.7% | +41.5% | +20.5% |
| 6M | +51.5% | -41.6% | +93.1% | +45.8% |
| All | +51.5% | -41.7% | +93.3% | +45.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling