+402.2%
CAH vs AG
+69.4%
+332.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.3% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | +1.2% | +12.5% | -11.3% | +0.8% |
| 3M | +13.1% | +28.2% | -15.1% | +12.2% |
| 6M | +8.5% | -18.8% | +27.3% | +8.9% |
| YTD | +17.6% | +27.4% | -9.8% | +15.5% |
| 1Y | +60.7% | +132.2% | -71.5% | +52.5% |
| 3Y | +183.2% | +286.9% | -103.7% | +155.6% |
| 5Y | +402.2% | +72.8% | +329.4% | +385.2% |
| All | +402.2% | +69.4% | +332.8% | +385.2% |
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 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