+9,247.0%
CAH vs ALL
+3,785.0%
+5,462.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +3.5% | +5.0% | -1.6% | +1.9% |
| 30D | +13.5% | +13.3% | +0.1% | +9.2% |
| 3M | +21.8% | +3.2% | +18.7% | +20.5% |
| 6M | +51.5% | +25.3% | +26.2% | +41.0% |
| YTD | +38.1% | +30.5% | +7.6% | +26.5% |
| 1Y | +37.7% | +29.2% | +8.5% | +26.5% |
| 3Y | +179.6% | +119.1% | +60.5% | +116.8% |
| 5Y | +504.9% | +162.6% | +342.3% | +337.5% |
| 10Y | +418.6% | +378.8% | +39.8% | +214.1% |
| All | +9,247.0% | +3,785.0% | +5,462.0% | +3,442.5% |
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