+402.2%
CAH vs ALL
+115.1%
+287.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -2.2% | -2.2% | 0.0% | -1.5% |
| 30D | +1.2% | -5.6% | +6.8% | +3.0% |
| 3M | +13.1% | +17.2% | -4.1% | +7.1% |
| 6M | +8.5% | +23.2% | -14.8% | +0.9% |
| YTD | +17.6% | +23.6% | -6.0% | +9.0% |
| 1Y | +60.7% | +29.2% | +31.5% | +46.4% |
| 3Y | +183.2% | +153.8% | +29.3% | +102.4% |
| 5Y | +402.2% | +116.1% | +286.1% | +276.6% |
| All | +402.2% | +115.1% | +287.1% | +276.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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