+402.2%
CAH vs ACI
-43.7%
+445.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | 0.0% |
| 7D | -2.2% | -5.0% | +2.8% | -1.8% |
| 30D | +1.2% | -2.3% | +3.5% | +1.4% |
| 3M | +13.1% | -23.2% | +36.3% | +15.3% |
| 6M | +8.5% | -29.5% | +37.9% | +11.5% |
| YTD | +17.6% | -28.6% | +46.2% | +20.6% |
| 1Y | +60.7% | -34.0% | +94.7% | +66.0% |
| 3Y | +183.2% | -45.0% | +228.1% | +197.9% |
| 5Y | +402.2% | -44.0% | +446.2% | +417.5% |
| All | +402.2% | -43.7% | +445.9% | +417.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling