+17,377.4%
CAH vs AA
+215.1%
+17,162.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +1.3% |
| 7D | +3.5% | +0.5% | +2.9% | +3.3% |
| 30D | +13.5% | -0.6% | +14.1% | +13.4% |
| 3M | +21.8% | -19.7% | +41.5% | +25.5% |
| 6M | +51.5% | -41.6% | +93.1% | +62.3% |
| YTD | +38.1% | -24.6% | +62.7% | +40.7% |
| 1Y | +37.7% | +4.9% | +32.8% | +32.9% |
| 3Y | +179.6% | +66.8% | +112.8% | +135.9% |
| 5Y | +504.9% | -19.4% | +524.4% | +446.3% |
| 10Y | +418.6% | +43.1% | +375.5% | +269.1% |
| All | +17,377.4% | +215.1% | +17,162.3% | +8,669.6% |
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 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