+470.6%
CAH vs ACI
+25.9%
+444.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +5.4% | +0.2% | +5.2% | +5.4% |
| 30D | +3.3% | +5.9% | -2.6% | +2.9% |
| 3M | +22.8% | -19.8% | +42.6% | +24.5% |
| 6M | +11.3% | -24.7% | +36.0% | +13.3% |
| YTD | +21.1% | -24.4% | +45.5% | +23.2% |
| 1Y | +67.2% | -31.5% | +98.7% | +71.5% |
| 3Y | +195.6% | -38.7% | +234.3% | +205.4% |
| 5Y | +413.8% | -42.8% | +456.6% | +427.5% |
| All | +470.6% | +25.9% | +444.7% | +460.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling