+891.6%
CAH vs AG
+255.2%
+636.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.2% |
| 7D | +3.5% | -10.0% | +13.4% | +4.0% |
| 30D | +13.5% | -10.5% | +24.0% | +14.0% |
| 3M | +21.8% | -27.3% | +49.1% | +23.5% |
| 6M | +51.5% | -43.0% | +94.5% | +55.0% |
| YTD | +38.1% | -17.9% | +56.0% | +37.4% |
| 1Y | +37.7% | +11.9% | +25.8% | +34.4% |
| 3Y | +179.6% | +201.8% | -22.2% | +151.8% |
| 5Y | +504.9% | -0.1% | +505.0% | +471.7% |
| 10Y | +418.6% | +72.7% | +345.8% | +348.7% |
| All | +891.6% | +255.2% | +636.5% | +545.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling