+15,232.8%
CAH vs AA
+295.2%
+14,937.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | +5.4% | -0.7% | +6.1% | +5.5% |
| 30D | +3.3% | +5.0% | -1.7% | +2.4% |
| 3M | +22.8% | -35.8% | +58.6% | +30.4% |
| 6M | +11.3% | -18.4% | +29.7% | +13.0% |
| YTD | +21.1% | -5.5% | +26.6% | +19.6% |
| 1Y | +67.2% | +61.0% | +6.3% | +50.3% |
| 3Y | +195.6% | +66.2% | +129.4% | +150.2% |
| 5Y | +413.8% | +11.4% | +402.5% | +338.0% |
| 10Y | +309.6% | +116.9% | +192.7% | +172.1% |
| All | +15,232.8% | +295.2% | +14,937.6% | +7,354.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling