+411.8%
CAH vs AR
+58.9%
+352.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | +5.9% | +2.1% | +3.8% | +5.7% |
| 30D | +16.5% | +4.5% | +12.0% | +15.9% |
| 3M | +15.7% | +1.0% | +14.7% | +15.4% |
| 6M | +52.7% | +4.4% | +48.3% | +51.6% |
| YTD | +36.3% | +10.9% | +25.4% | +34.1% |
| 1Y | +36.7% | +8.6% | +28.2% | +34.7% |
| 3Y | +178.2% | +48.5% | +129.6% | +161.4% |
| 5Y | +515.8% | +95.7% | +420.0% | +447.0% |
| 10Y | +411.8% | +55.5% | +356.4% | +340.2% |
| All | +411.8% | +58.9% | +352.9% | +340.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling