+411.5%
CAH vs AG
+76.0%
+335.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.1% |
| 7D | +3.5% | -10.0% | +13.4% | +3.8% |
| 30D | +13.5% | -10.5% | +24.0% | +13.8% |
| 3M | +21.8% | -27.3% | +49.1% | +22.9% |
| 6M | +51.5% | -43.0% | +94.5% | +53.8% |
| YTD | +38.1% | -17.9% | +56.0% | +37.4% |
| 1Y | +37.7% | +11.9% | +25.8% | +35.1% |
| 3Y | +179.6% | +201.8% | -22.2% | +157.8% |
| 5Y | +504.9% | -0.1% | +505.0% | +478.7% |
| All | +411.5% | +76.0% | +335.5% | +363.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling