+8,100.0%
CAH vs ALL
+3,667.9%
+4,432.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.2% |
| 7D | +5.4% | 0.0% | +5.4% | +5.4% |
| 30D | +3.3% | -1.5% | +4.8% | +3.7% |
| 3M | +22.8% | +23.6% | -0.8% | +14.9% |
| 6M | +11.3% | +22.3% | -11.1% | +4.3% |
| YTD | +21.1% | +26.5% | -5.4% | +12.2% |
| 1Y | +67.2% | +27.0% | +40.2% | +54.4% |
| 3Y | +195.6% | +149.6% | +46.0% | +120.4% |
| 5Y | +413.8% | +118.1% | +295.8% | +293.1% |
| 10Y | +309.6% | +369.0% | -59.4% | +150.1% |
| All | +8,100.0% | +3,667.9% | +4,432.2% | +3,040.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling