+515.8%
CAH vs AG
+4.5%
+511.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.3% |
| 7D | +5.9% | -4.0% | +10.0% | +6.0% |
| 30D | +16.5% | -13.1% | +29.6% | +16.9% |
| 3M | +15.7% | -22.0% | +37.8% | +16.4% |
| 6M | +52.7% | -37.3% | +90.0% | +54.3% |
| YTD | +36.3% | -11.2% | +47.5% | +35.1% |
| 1Y | +36.7% | +23.9% | +12.8% | +33.3% |
| 3Y | +178.2% | +225.1% | -47.0% | +150.4% |
| 5Y | +515.8% | +7.7% | +508.0% | +526.0% |
| All | +515.8% | +4.5% | +511.3% | +526.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling