+515.8%
CAH vs ACI
-41.8%
+557.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +5.9% | -5.3% | +11.2% | +6.4% |
| 30D | +16.5% | +5.0% | +11.5% | +16.0% |
| 3M | +15.7% | +7.5% | +8.2% | +15.0% |
| 6M | +52.7% | -16.0% | +68.7% | +54.2% |
| YTD | +36.3% | -20.6% | +56.9% | +38.2% |
| 1Y | +36.7% | -23.5% | +60.3% | +39.2% |
| 3Y | +178.2% | -32.1% | +210.3% | +185.4% |
| 5Y | +515.8% | -42.5% | +558.3% | +531.9% |
| All | +515.8% | -41.8% | +557.6% | +531.9% |
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