+176.0%
CAH vs ACI
-31.8%
+207.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +5.9% | -5.3% | +11.2% | +6.2% |
| 30D | +16.5% | +5.0% | +11.5% | +16.2% |
| 3M | +15.7% | +7.5% | +8.2% | +15.3% |
| 6M | +52.7% | -16.0% | +68.7% | +53.5% |
| YTD | +36.3% | -20.6% | +56.9% | +37.4% |
| 1Y | +36.7% | -23.5% | +60.3% | +38.3% |
| All | +176.0% | -31.8% | +207.8% | +173.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling