+302.3%
CAH vs AR
+43.0%
+259.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.2% | -1.2% | -1.0% | -2.1% |
| 30D | +1.2% | +5.5% | -4.3% | +0.7% |
| 3M | +13.1% | +12.9% | +0.2% | +11.7% |
| 6M | +8.5% | +0.1% | +8.4% | +8.2% |
| YTD | +17.6% | +13.5% | +4.1% | +15.7% |
| 1Y | +60.7% | +21.6% | +39.1% | +56.5% |
| 3Y | +183.2% | +46.0% | +137.2% | +166.6% |
| 5Y | +402.2% | +143.7% | +258.5% | +335.4% |
| 10Y | +302.3% | +44.3% | +258.0% | +252.9% |
| All | +302.3% | +43.0% | +259.3% | +252.9% |
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