+509.2%
CAH vs ACM
+4.8%
+504.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +9.4% | +6.6% | +2.8% | +7.9% |
| 30D | +16.5% | +19.8% | -3.3% | +11.9% |
| 3M | +17.0% | -3.1% | +20.1% | +17.4% |
| 6M | +51.4% | -11.5% | +62.9% | +54.6% |
| YTD | +36.0% | -24.7% | +60.6% | +44.0% |
| 1Y | +36.0% | -45.1% | +81.1% | +56.1% |
| 3Y | +177.5% | -8.9% | +186.4% | +166.4% |
| 5Y | +509.2% | +5.4% | +503.8% | +440.9% |
| All | +509.2% | +4.8% | +504.4% | +440.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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