+176.0%
CAH vs AG
+219.6%
-43.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.2% |
| 7D | +5.9% | -4.0% | +10.0% | +5.9% |
| 30D | +16.5% | -13.1% | +29.6% | +16.5% |
| 3M | +15.7% | -22.0% | +37.8% | +15.7% |
| 6M | +52.7% | -37.3% | +90.0% | +52.7% |
| YTD | +36.3% | -11.2% | +47.5% | +35.7% |
| 1Y | +36.7% | +23.9% | +12.8% | +35.5% |
| All | +176.0% | +219.6% | -43.6% | +178.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling