+550.4%
CAH vs ACI
+32.8%
+517.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.1% |
| 7D | +3.5% | +2.3% | +1.2% | +3.3% |
| 30D | +13.5% | +1.2% | +12.2% | +13.3% |
| 3M | +21.8% | +6.8% | +15.1% | +21.1% |
| 6M | +51.5% | -18.7% | +70.3% | +53.4% |
| YTD | +38.1% | -20.2% | +58.3% | +39.8% |
| 1Y | +37.7% | -23.7% | +61.4% | +40.0% |
| 3Y | +179.6% | -31.6% | +211.3% | +185.8% |
| 5Y | +504.9% | -42.8% | +547.7% | +521.7% |
| All | +550.4% | +32.8% | +517.5% | +535.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling